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 | 3.17% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'493 CHF | 64'164 CHF | 95.29% | 95.29% |
12.07.2024 | 3.31% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 178'652 CHF | 61'551 CHF | 99.27% | 99.27% |
11.07.2024 | 3.66% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 161'041 CHF | 55'680 CHF | 98.78% | 98.78% |
10.07.2024 | 4.09% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 143'695 CHF | 49'898 CHF | 99.23% | 99.23% |
09.07.2024 | 3.76% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 156'881 CHF | 54'294 CHF | 99.24% | 99.24% |
08.07.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 169'543 CHF | 58'515 CHF | 99.23% | 99.23% |
05.07.2024 | 2.99% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 198'179 CHF | 68'060 CHF | 99.13% | 99.13% |
04.07.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 202'819 CHF | 69'606 CHF | 99.23% | 99.23% |
03.07.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 194'514 CHF | 66'838 CHF | 99.23% | 99.23% |
02.07.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'065 CHF | 71'355 CHF | 99.24% | 99.24% |