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 | 2.34% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 253'297 CHF | 86'432 CHF | 99.42% | 99.42% |
12.07.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 263'257 CHF | 89'752 CHF | 99.43% | 99.43% |
11.07.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 245'300 CHF | 83'767 CHF | 99.38% | 99.38% |
10.07.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 256'171 CHF | 87'391 CHF | 99.38% | 99.38% |
09.07.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 261'871 CHF | 89'290 CHF | 99.35% | 99.35% |
08.07.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 307'132 CHF | 104'377 CHF | 99.36% | 99.36% |
05.07.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 322'301 CHF | 109'434 CHF | 99.33% | 99.33% |
04.07.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 322'041 CHF | 109'347 CHF | 99.37% | 99.37% |
03.07.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'038 CHF | 104'013 CHF | 99.28% | 99.28% |
02.07.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 288'575 CHF | 98'192 CHF | 99.39% | 99.39% |