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 | 3.36% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 175'847 CHF | 60'616 CHF | 96.49% | 96.49% |
12.07.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 175'068 CHF | 60'356 CHF | 91.97% | 91.97% |
11.07.2024 | 2.96% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 199'848 CHF | 68'616 CHF | 98.48% | 98.48% |
10.07.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 227'997 CHF | 77'999 CHF | 98.39% | 98.39% |
09.07.2024 | 2.69% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 220'482 CHF | 75'494 CHF | 97.89% | 97.89% |
08.07.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 198'179 CHF | 68'060 CHF | 97.98% | 97.98% |
05.07.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 201'763 CHF | 69'254 CHF | 99.00% | 99.00% |
04.07.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 200'360 CHF | 68'787 CHF | 99.57% | 99.57% |
03.07.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 214'121 CHF | 73'374 CHF | 97.69% | 97.69% |
02.07.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'561 CHF | 71'854 CHF | 99.56% | 99.56% |