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 | 2.13% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 279'385 CHF | 95'128 CHF | 97.66% | 97.66% |
12.07.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 280'231 CHF | 95'410 CHF | 85.35% | 85.35% |
11.07.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 280'154 CHF | 95'385 CHF | 99.02% | 99.02% |
10.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 269'653 CHF | 91'884 CHF | 99.57% | 99.57% |
09.07.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 273'326 CHF | 93'109 CHF | 99.52% | 99.52% |
08.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 269'520 CHF | 91'840 CHF | 99.59% | 99.59% |
05.07.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 263'490 CHF | 89'830 CHF | 99.49% | 99.49% |
04.07.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'010 | 200'003 | 263'152 CHF | 89'717 CHF | 99.56% | 99.56% |
03.07.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 276'475 CHF | 94'158 CHF | 98.94% | 98.94% |
02.07.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 286'200 CHF | 97'400 CHF | 99.58% | 99.58% |