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 | 2.13% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 279'351 CHF | 95'117 CHF | 99.40% | 99.40% |
12.07.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 289'992 CHF | 98'664 CHF | 99.33% | 99.33% |
11.07.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 272'227 CHF | 92'743 CHF | 99.34% | 99.34% |
10.07.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 282'842 CHF | 96'281 CHF | 99.38% | 99.38% |
09.07.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 288'036 CHF | 98'012 CHF | 99.37% | 99.37% |
08.07.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 332'303 CHF | 112'768 CHF | 99.37% | 99.37% |
05.07.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 346'573 CHF | 117'524 CHF | 99.38% | 99.38% |
04.07.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 346'220 CHF | 117'407 CHF | 99.37% | 99.37% |
03.07.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 330'611 CHF | 112'204 CHF | 99.38% | 99.38% |
02.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 313'536 CHF | 106'512 CHF | 99.39% | 99.39% |