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 | 2.03% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 292'809 CHF | 99'603 CHF | 99.17% | 99.17% |
12.07.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 297'261 CHF | 101'087 CHF | 99.24% | 99.24% |
11.07.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 294'199 CHF | 100'066 CHF | 98.03% | 98.03% |
10.07.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 299'812 CHF | 101'937 CHF | 99.24% | 99.24% |
09.07.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 295'169 CHF | 100'390 CHF | 99.24% | 99.24% |
08.07.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 298'858 CHF | 101'619 CHF | 99.15% | 99.15% |
05.07.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 310'520 CHF | 105'507 CHF | 98.43% | 98.43% |
04.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 309'557 CHF | 105'186 CHF | 99.23% | 99.23% |
03.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 311'645 CHF | 105'882 CHF | 98.55% | 98.55% |
02.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 318'359 CHF | 108'120 CHF | 99.23% | 99.23% |