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 | 1.88% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 316'388 CHF | 107'463 CHF | 99.23% | 99.23% |
12.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 318'088 CHF | 108'029 CHF | 99.27% | 99.27% |
11.07.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 322'891 CHF | 109'630 CHF | 99.18% | 99.18% |
10.07.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 327'748 CHF | 111'249 CHF | 99.06% | 99.06% |
09.07.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 328'325 CHF | 111'442 CHF | 99.11% | 99.11% |
08.07.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 358'193 CHF | 121'398 CHF | 99.13% | 99.13% |
05.07.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 377'540 CHF | 127'847 CHF | 99.13% | 99.13% |
04.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 386'550 CHF | 130'850 CHF | 99.09% | 99.09% |
03.07.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 373'948 CHF | 126'649 CHF | 98.67% | 98.67% |
02.07.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 327'142 CHF | 111'047 CHF | 99.16% | 99.16% |