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 | 1.94% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'780 CHF | 104'260 CHF | 96.49% | 96.49% |
12.07.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 303'790 CHF | 103'263 CHF | 91.94% | 91.94% |
11.07.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 327'385 CHF | 111'128 CHF | 98.50% | 98.50% |
10.07.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 359'701 CHF | 121'900 CHF | 98.37% | 98.37% |
09.07.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 352'307 CHF | 119'436 CHF | 97.87% | 97.87% |
08.07.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 326'972 CHF | 110'991 CHF | 98.00% | 98.00% |
05.07.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 330'998 CHF | 112'333 CHF | 98.98% | 98.98% |
04.07.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 329'961 CHF | 111'987 CHF | 99.57% | 99.57% |
03.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 346'029 CHF | 117'343 CHF | 97.67% | 97.67% |
02.07.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 341'831 CHF | 115'944 CHF | 99.55% | 99.55% |