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 | 1.91% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 311'350 CHF | 105'783 CHF | 98.81% | 98.81% |
12.07.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 324'974 CHF | 110'325 CHF | 98.80% | 98.80% |
11.07.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 373'253 CHF | 126'418 CHF | 99.32% | 99.32% |
10.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 379'604 CHF | 128'535 CHF | 98.38% | 98.38% |
09.07.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 365'454 CHF | 123'818 CHF | 97.74% | 97.74% |
08.07.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 337'057 CHF | 114'352 CHF | 97.50% | 97.50% |
05.07.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 320'264 CHF | 108'755 CHF | 98.24% | 98.24% |
04.07.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 318'866 CHF | 108'289 CHF | 94.22% | 94.22% |
03.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 322'023 CHF | 109'341 CHF | 99.39% | 99.39% |
02.07.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 347'907 CHF | 117'969 CHF | 99.01% | 99.01% |