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 | 3.30% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 179'151 CHF | 61'717 CHF | 99.33% | 99.33% |
12.07.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 625'406 | 208'469 | 174'311 CHF | 60'188 CHF | 99.27% | 99.27% |
11.07.2024 | 3.60% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 204'762 CHF | 70'754 CHF | 99.34% | 99.34% |
10.07.2024 | 3.09% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 621'331 | 207'110 | 197'917 CHF | 68'044 CHF | 99.38% | 99.38% |
09.07.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 204'365 CHF | 70'122 CHF | 99.36% | 99.36% |
08.07.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 196'970 CHF | 67'657 CHF | 99.36% | 99.36% |
05.07.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 224'351 CHF | 76'784 CHF | 99.31% | 99.31% |
04.07.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 232'052 CHF | 79'351 CHF | 99.38% | 99.38% |
03.07.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 235'915 CHF | 80'638 CHF | 99.37% | 99.37% |
02.07.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 223'960 CHF | 76'653 CHF | 99.30% | 99.30% |