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 | 3.27% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 180'738 CHF | 62'246 CHF | 99.27% | 99.27% |
12.07.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'125 CHF | 65'375 CHF | 99.27% | 99.27% |
11.07.2024 | 3.23% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 183'095 CHF | 63'032 CHF | 99.27% | 99.27% |
10.07.2024 | 3.63% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 162'463 CHF | 56'154 CHF | 99.27% | 99.27% |
09.07.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 170'121 CHF | 58'707 CHF | 99.27% | 99.27% |
08.07.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 155'032 CHF | 53'677 CHF | 99.24% | 99.24% |
05.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 144'125 CHF | 50'042 CHF | 99.27% | 99.27% |
04.07.2024 | 3.42% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 172'641 CHF | 59'547 CHF | 99.27% | 99.27% |
03.07.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 171'375 CHF | 59'125 CHF | 99.27% | 99.27% |
02.07.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 165'323 CHF | 57'108 CHF | 99.27% | 99.27% |