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 | 2.93% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 672'951 | 224'317 | 226'295 CHF | 77'675 CHF | 99.66% | 99.66% |
12.07.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 217'114 CHF | 74'371 CHF | 97.23% | 97.23% |
11.07.2024 | 1.95% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 599'817 | 199'939 | 305'538 CHF | 103'845 CHF | 96.25% | 96.25% |
10.07.2024 | 2.30% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 593'317 | 197'772 | 255'573 CHF | 87'169 CHF | 99.59% | 99.59% |
09.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 252'309 CHF | 86'103 CHF | 99.54% | 99.54% |
08.07.2024 | 2.32% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 255'490 CHF | 87'163 CHF | 99.57% | 99.57% |
05.07.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 259'006 CHF | 88'336 CHF | 99.09% | 99.09% |
04.07.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 259'916 CHF | 88'639 CHF | 99.56% | 99.56% |
03.07.2024 | 2.21% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 269'290 CHF | 91'763 CHF | 99.40% | 99.40% |
02.07.2024 | 2.13% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 279'508 CHF | 95'169 CHF | 99.55% | 99.55% |