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 | 2.11% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 281'321 CHF | 95'774 CHF | 93.49% | 93.49% |
12.07.2024 | 2.13% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 279'278 CHF | 95'093 CHF | 93.22% | 93.22% |
11.07.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 263'446 CHF | 89'815 CHF | 94.61% | 94.61% |
10.07.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 271'024 CHF | 92'341 CHF | 96.03% | 96.03% |
09.07.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 290'513 CHF | 98'838 CHF | 91.48% | 91.48% |
08.07.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 289'449 CHF | 98'483 CHF | 95.67% | 95.67% |
05.07.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 294'804 CHF | 100'268 CHF | 92.70% | 92.70% |
04.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 290'706 CHF | 98'902 CHF | 90.48% | 90.48% |
03.07.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 288'798 CHF | 98'266 CHF | 97.06% | 97.06% |
02.07.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 305'491 CHF | 103'830 CHF | 94.91% | 94.91% |