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 | 3.09% | 0.32 CHF | 0.33 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 191'501 CHF | 16'458 CHF | 99.17% | 99.17% |
12.07.2024 | 3.22% | 0.33 CHF | 0.34 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 183'665 CHF | 15'805 CHF | 99.17% | 99.17% |
11.07.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 192'533 CHF | 16'545 CHF | 99.17% | 99.17% |
10.07.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 208'586 CHF | 17'882 CHF | 99.16% | 99.16% |
09.07.2024 | 2.36% | 0.44 CHF | 0.45 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 251'194 CHF | 21'433 CHF | 99.17% | 99.17% |
08.07.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 268'765 CHF | 22'897 CHF | 99.15% | 99.15% |
05.07.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 272'969 CHF | 23'247 CHF | 99.15% | 99.15% |
04.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 277'460 CHF | 23'622 CHF | 99.16% | 99.16% |
03.07.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 294'987 CHF | 25'082 CHF | 99.17% | 99.17% |
02.07.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 299'160 CHF | 25'430 CHF | 99.16% | 99.16% |