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 | 2.16% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 275'361 CHF | 93'787 CHF | 99.70% | 99.70% |
12.07.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 294'658 CHF | 100'219 CHF | 99.71% | 99.71% |
11.07.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 271'735 CHF | 92'579 CHF | 98.99% | 98.99% |
10.07.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 258'494 CHF | 88'165 CHF | 99.59% | 99.59% |
09.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 250'045 CHF | 85'348 CHF | 99.58% | 99.58% |
08.07.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 263'389 CHF | 89'796 CHF | 99.56% | 99.56% |
05.07.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 252'716 CHF | 86'239 CHF | 99.51% | 99.51% |
04.07.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 253'704 CHF | 86'568 CHF | 99.56% | 99.56% |
03.07.2024 | 2.09% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 284'956 CHF | 96'985 CHF | 99.50% | 99.50% |
02.07.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 285'393 CHF | 97'131 CHF | 99.29% | 99.29% |