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 | 2.86% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 207'127 CHF | 71'042 CHF | 99.27% | 99.27% |
12.07.2024 | 2.87% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 206'448 CHF | 70'816 CHF | 99.27% | 99.27% |
11.07.2024 | 3.19% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 185'286 CHF | 63'762 CHF | 99.27% | 99.27% |
10.07.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 176'861 CHF | 60'954 CHF | 99.27% | 99.27% |
09.07.2024 | 3.33% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'388 CHF | 61'130 CHF | 99.27% | 99.27% |
08.07.2024 | 3.92% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 150'160 CHF | 52'053 CHF | 99.25% | 99.25% |
05.07.2024 | 4.22% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 139'579 CHF | 48'526 CHF | 99.27% | 99.27% |
04.07.2024 | 3.41% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 172'850 CHF | 59'617 CHF | 99.27% | 99.27% |
03.07.2024 | 3.35% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 176'390 CHF | 60'797 CHF | 99.27% | 99.27% |
02.07.2024 | 3.13% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 189'161 CHF | 65'054 CHF | 99.27% | 99.27% |