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 | 2.03% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 292'434 CHF | 99'478 CHF | 99.37% | 99.37% |
12.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'834 CHF | 104'278 CHF | 99.30% | 99.30% |
11.07.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 308'826 CHF | 104'942 CHF | 99.32% | 99.32% |
10.07.2024 | 2.12% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 279'819 CHF | 95'273 CHF | 99.43% | 99.43% |
09.07.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 268'368 CHF | 91'456 CHF | 99.35% | 99.35% |
08.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 274'208 CHF | 93'403 CHF | 99.38% | 99.38% |
05.07.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 630'388 | 210'129 | 265'619 CHF | 90'641 CHF | 99.37% | 99.37% |
04.07.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 734'390 | 244'797 | 299'972 CHF | 102'439 CHF | 99.36% | 99.36% |
03.07.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 302'256 CHF | 103'252 CHF | 99.37% | 99.37% |
02.07.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 631'224 | 210'408 | 262'704 CHF | 89'672 CHF | 99.30% | 99.30% |