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 | 3.60% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 163'848 CHF | 56'616 CHF | 99.27% | 99.27% |
12.07.2024 | 4.11% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 142'996 CHF | 49'665 CHF | 99.27% | 99.27% |
11.07.2024 | 3.97% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 148'267 CHF | 51'423 CHF | 99.27% | 99.27% |
10.07.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 141'697 CHF | 49'232 CHF | 99.27% | 99.27% |
09.07.2024 | 4.02% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 146'187 CHF | 50'729 CHF | 99.27% | 99.27% |
08.07.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 128'287 CHF | 44'763 CHF | 99.24% | 99.24% |
05.07.2024 | 5.03% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 116'453 CHF | 40'818 CHF | 99.27% | 99.27% |
04.07.2024 | 4.07% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 144'718 CHF | 50'239 CHF | 99.27% | 99.27% |
03.07.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 137'123 CHF | 47'708 CHF | 99.27% | 99.27% |
02.07.2024 | 4.27% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 138'125 CHF | 48'042 CHF | 99.27% | 99.27% |