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 | 2.98% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 198'461 CHF | 68'154 CHF | 94.99% | 94.99% |
12.07.2024 | 2.96% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 199'843 CHF | 68'615 CHF | 95.72% | 95.72% |
11.07.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 187'235 CHF | 64'412 CHF | 97.03% | 97.03% |
10.07.2024 | 3.48% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 625'946 | 208'649 | 176'585 CHF | 60'948 CHF | 99.02% | 99.02% |
09.07.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 179'983 CHF | 61'994 CHF | 97.46% | 97.46% |
08.07.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 187'544 CHF | 64'515 CHF | 97.15% | 97.15% |
05.07.2024 | 2.93% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 202'026 CHF | 69'342 CHF | 98.22% | 98.22% |
04.07.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 199'299 CHF | 68'433 CHF | 97.77% | 97.77% |
03.07.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'422 CHF | 65'474 CHF | 97.58% | 97.58% |
02.07.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 699'011 | 233'004 | 193'628 CHF | 66'873 CHF | 97.23% | 97.23% |