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 | 1.96% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 303'928 CHF | 103'309 CHF | 97.79% | 97.79% |
12.07.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 304'428 CHF | 103'476 CHF | 85.34% | 85.34% |
11.07.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 304'815 CHF | 103'605 CHF | 98.88% | 98.88% |
10.07.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 295'156 CHF | 100'385 CHF | 99.58% | 99.58% |
09.07.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 298'055 CHF | 101'352 CHF | 99.51% | 99.51% |
08.07.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 293'651 CHF | 99'884 CHF | 99.51% | 99.51% |
05.07.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 605'475 | 201'825 | 294'748 CHF | 100'268 CHF | 99.54% | 99.54% |
04.07.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 645'855 | 215'285 | 310'826 CHF | 105'761 CHF | 99.56% | 99.56% |
03.07.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 302'115 CHF | 102'705 CHF | 99.06% | 99.06% |
02.07.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 311'844 CHF | 105'948 CHF | 99.58% | 99.58% |