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 | 1.50% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 397'986 CHF | 134'662 CHF | 95.50% | 95.50% |
12.07.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 388'320 CHF | 131'440 CHF | 99.31% | 99.31% |
11.07.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 369'259 CHF | 125'086 CHF | 99.12% | 99.12% |
10.07.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 353'262 CHF | 119'754 CHF | 99.38% | 99.38% |
09.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 368'512 CHF | 124'837 CHF | 99.36% | 99.36% |
08.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 379'832 CHF | 128'611 CHF | 99.36% | 99.36% |
05.07.2024 | 1.43% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 416'201 CHF | 140'734 CHF | 99.19% | 99.19% |
04.07.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 423'010 CHF | 143'003 CHF | 99.37% | 99.37% |
03.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 411'018 CHF | 139'006 CHF | 99.38% | 99.38% |
02.07.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 429'217 CHF | 145'072 CHF | 99.15% | 99.15% |