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 | 1.91% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 310'587 CHF | 105'529 CHF | 96.64% | 96.64% |
12.07.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 308'453 CHF | 104'818 CHF | 91.93% | 91.93% |
11.07.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 329'377 CHF | 111'792 CHF | 98.51% | 98.51% |
10.07.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 360'000 CHF | 122'000 CHF | 98.38% | 98.38% |
09.07.2024 | 1.69% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 352'424 CHF | 119'475 CHF | 97.89% | 97.89% |
08.07.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 329'003 CHF | 111'668 CHF | 98.09% | 98.09% |
05.07.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 331'683 CHF | 112'561 CHF | 99.02% | 99.02% |
04.07.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 330'762 CHF | 112'254 CHF | 99.56% | 99.56% |
03.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 346'076 CHF | 117'359 CHF | 97.69% | 97.69% |
02.07.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 341'865 CHF | 115'955 CHF | 99.55% | 99.55% |