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 | 1.95% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 304'744 CHF | 103'581 CHF | 99.27% | 99.27% |
12.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 309'480 CHF | 105'160 CHF | 99.27% | 99.27% |
11.07.2024 | 2.04% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 291'364 CHF | 99'121 CHF | 99.27% | 99.27% |
10.07.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 281'289 CHF | 95'763 CHF | 99.27% | 99.27% |
09.07.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 284'145 CHF | 96'715 CHF | 99.27% | 99.27% |
08.07.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 256'962 CHF | 87'654 CHF | 99.24% | 99.24% |
05.07.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 245'549 CHF | 83'850 CHF | 99.27% | 99.27% |
04.07.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 278'521 CHF | 94'840 CHF | 99.27% | 99.27% |
03.07.2024 | 2.11% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 282'054 CHF | 96'018 CHF | 99.27% | 99.27% |
02.07.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 289'109 CHF | 98'370 CHF | 99.27% | 99.27% |