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 | 2.87% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 206'000 CHF | 70'667 CHF | 99.27% | 99.27% |
12.07.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'139 CHF | 73'047 CHF | 99.27% | 99.27% |
11.07.2024 | 2.91% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 203'258 CHF | 69'753 CHF | 99.27% | 99.27% |
10.07.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 218'860 CHF | 74'953 CHF | 99.27% | 99.27% |
09.07.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 229'703 CHF | 78'568 CHF | 99.27% | 99.27% |
08.07.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 227'951 CHF | 77'984 CHF | 99.21% | 99.21% |
05.07.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 230'760 CHF | 78'920 CHF | 99.27% | 99.27% |
04.07.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 230'586 CHF | 78'862 CHF | 99.27% | 99.27% |
03.07.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 221'088 CHF | 75'696 CHF | 99.27% | 99.27% |
02.07.2024 | 2.76% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 214'782 CHF | 73'594 CHF | 99.26% | 99.26% |