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 | 1.90% | 0.52 CHF | 0.53 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 312'499 CHF | 26'542 CHF | 99.17% | 99.17% |
12.07.2024 | 1.86% | 0.51 CHF | 0.52 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 320'459 CHF | 27'205 CHF | 99.17% | 99.17% |
11.07.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 311'919 CHF | 26'493 CHF | 99.17% | 99.17% |
10.07.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 295'430 CHF | 25'119 CHF | 99.17% | 99.17% |
09.07.2024 | 2.35% | 0.40 CHF | 0.41 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 252'573 CHF | 21'548 CHF | 99.17% | 99.17% |
08.07.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 235'051 CHF | 20'088 CHF | 99.15% | 99.15% |
05.07.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 230'822 CHF | 19'735 CHF | 99.16% | 99.16% |
04.07.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 223'206 CHF | 19'101 CHF | 99.17% | 99.17% |
03.07.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 205'654 CHF | 17'638 CHF | 99.17% | 99.17% |
02.07.2024 | 2.93% | 0.32 CHF | 0.33 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 202'039 CHF | 17'337 CHF | 99.15% | 99.15% |