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 | 3.49% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 169'218 CHF | 58'406 CHF | 96.38% | 96.38% |
12.07.2024 | 3.54% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 166'777 CHF | 57'592 CHF | 97.61% | 97.61% |
11.07.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 167'554 CHF | 57'851 CHF | 97.89% | 97.89% |
10.07.2024 | 3.06% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 193'301 CHF | 66'434 CHF | 96.76% | 96.76% |
09.07.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 207'035 CHF | 71'012 CHF | 94.92% | 94.92% |
08.07.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 197'218 CHF | 67'740 CHF | 95.78% | 95.78% |
05.07.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'986 CHF | 65'662 CHF | 97.67% | 97.67% |
04.07.2024 | 3.20% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 184'385 CHF | 63'462 CHF | 90.54% | 90.54% |
03.07.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 195'285 CHF | 67'095 CHF | 95.99% | 95.99% |
02.07.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 228'035 CHF | 78'012 CHF | 98.91% | 98.91% |