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 | 2.77% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'621 CHF | 73'207 CHF | 99.37% | 99.37% |
12.07.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'924 CHF | 71'975 CHF | 99.38% | 99.38% |
11.07.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'201 CHF | 71'734 CHF | 99.37% | 99.37% |
10.07.2024 | 3.20% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 184'695 CHF | 63'565 CHF | 99.36% | 99.36% |
09.07.2024 | 3.20% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 184'451 CHF | 63'484 CHF | 99.37% | 99.37% |
08.07.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 181'541 CHF | 62'514 CHF | 99.38% | 99.38% |
05.07.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 610'981 | 203'660 | 181'558 CHF | 62'556 CHF | 99.38% | 99.38% |
04.07.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 610'847 | 203'616 | 182'430 CHF | 62'846 CHF | 98.82% | 98.82% |
03.07.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 205'535 CHF | 71'012 CHF | 99.37% | 99.37% |
02.07.2024 | 3.85% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 191'182 CHF | 66'227 CHF | 99.38% | 99.38% |