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 | 2.74% | 0.36 CHF | 0.37 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 216'103 CHF | 18'509 CHF | 99.17% | 99.17% |
12.07.2024 | 2.82% | 0.37 CHF | 0.38 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 209'748 CHF | 17'979 CHF | 99.17% | 99.17% |
11.07.2024 | 2.73% | 0.38 CHF | 0.39 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 216'923 CHF | 18'577 CHF | 99.17% | 99.17% |
10.07.2024 | 2.54% | 0.37 CHF | 0.38 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 232'923 CHF | 19'910 CHF | 99.17% | 99.17% |
09.07.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 275'194 CHF | 23'433 CHF | 99.17% | 99.17% |
08.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 290'738 CHF | 24'728 CHF | 99.15% | 99.15% |
05.07.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 295'810 CHF | 25'151 CHF | 99.16% | 99.16% |
04.07.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 301'202 CHF | 25'600 CHF | 99.16% | 99.16% |
03.07.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 318'947 CHF | 27'079 CHF | 99.17% | 99.17% |
02.07.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 323'160 CHF | 27'430 CHF | 99.16% | 99.16% |