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 | 2.47% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 240'481 CHF | 82'160 CHF | 99.33% | 99.33% |
12.07.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 257'411 CHF | 87'804 CHF | 99.32% | 99.32% |
11.07.2024 | 2.29% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 259'093 CHF | 88'364 CHF | 99.20% | 99.20% |
10.07.2024 | 2.60% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 228'345 CHF | 78'115 CHF | 99.36% | 99.36% |
09.07.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 215'686 CHF | 73'896 CHF | 99.34% | 99.34% |
08.07.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 222'393 CHF | 76'131 CHF | 99.38% | 99.38% |
05.07.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 199'736 CHF | 68'579 CHF | 99.31% | 99.31% |
04.07.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 191'639 CHF | 65'880 CHF | 99.37% | 99.37% |
03.07.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 187'861 CHF | 64'620 CHF | 99.39% | 99.39% |
02.07.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 196'727 CHF | 67'576 CHF | 99.30% | 99.30% |