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 | 1.98% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 300'080 CHF | 102'027 CHF | 95.46% | 95.46% |
12.07.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 293'686 CHF | 99'895 CHF | 99.30% | 99.30% |
11.07.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 273'743 CHF | 93'248 CHF | 99.15% | 99.15% |
10.07.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 257'475 CHF | 87'825 CHF | 99.36% | 99.36% |
09.07.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 272'606 CHF | 92'869 CHF | 99.38% | 99.38% |
08.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 283'814 CHF | 96'605 CHF | 99.36% | 99.36% |
05.07.2024 | 1.88% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 316'754 CHF | 107'585 CHF | 99.09% | 99.09% |
04.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 322'580 CHF | 109'527 CHF | 99.37% | 99.37% |
03.07.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 314'406 CHF | 106'802 CHF | 99.28% | 99.28% |
02.07.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 328'346 CHF | 111'449 CHF | 99.31% | 99.31% |