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 | 3.69% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 159'733 CHF | 55'244 CHF | 99.36% | 99.36% |
12.07.2024 | 3.74% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 157'509 CHF | 54'503 CHF | 99.31% | 99.31% |
11.07.2024 | 3.61% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 163'229 CHF | 56'410 CHF | 97.99% | 97.99% |
10.07.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 156'254 CHF | 54'085 CHF | 99.34% | 99.34% |
09.07.2024 | 3.62% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 162'795 CHF | 56'265 CHF | 99.42% | 99.42% |
08.07.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 151'799 CHF | 52'600 CHF | 99.28% | 99.28% |
05.07.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 138'197 CHF | 48'066 CHF | 98.53% | 98.53% |
04.07.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 138'167 CHF | 48'056 CHF | 99.37% | 99.37% |
03.07.2024 | 4.26% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 137'968 CHF | 47'989 CHF | 99.19% | 99.19% |
02.07.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'319 | 200'106 | 130'582 CHF | 45'529 CHF | 99.37% | 99.37% |