Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 2.53% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'035 CHF | 80'012 CHF | 99.38% | 99.38% |
12.07.2024 | 2.56% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 231'910 CHF | 79'303 CHF | 99.38% | 99.38% |
11.07.2024 | 2.84% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'577 CHF | 71'526 CHF | 99.37% | 99.37% |
10.07.2024 | 3.04% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 194'520 CHF | 66'840 CHF | 99.37% | 99.37% |
09.07.2024 | 2.67% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 222'048 CHF | 76'016 CHF | 99.37% | 99.37% |
08.07.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 222'422 CHF | 76'141 CHF | 99.38% | 99.38% |
05.07.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 215'713 CHF | 73'904 CHF | 99.38% | 99.38% |
04.07.2024 | 2.74% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 216'254 CHF | 74'085 CHF | 98.82% | 98.82% |
03.07.2024 | 2.75% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 215'742 CHF | 73'914 CHF | 99.38% | 99.38% |
02.07.2024 | 3.01% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 196'401 CHF | 67'467 CHF | 99.38% | 99.38% |