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 | 1.81% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 327'867 CHF | 111'289 CHF | 95.52% | 95.52% |
12.07.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 320'000 CHF | 108'667 CHF | 99.33% | 99.33% |
11.07.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 300'501 CHF | 102'167 CHF | 99.12% | 99.12% |
10.07.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 287'362 CHF | 97'788 CHF | 99.32% | 99.32% |
09.07.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 300'970 CHF | 102'323 CHF | 99.41% | 99.41% |
08.07.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 313'242 CHF | 106'414 CHF | 99.38% | 99.38% |
05.07.2024 | 1.73% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 343'250 CHF | 116'417 CHF | 99.26% | 99.26% |
04.07.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 349'223 CHF | 118'408 CHF | 99.36% | 99.36% |
03.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 342'885 CHF | 116'295 CHF | 99.28% | 99.28% |
02.07.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 356'374 CHF | 120'791 CHF | 99.28% | 99.28% |