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 | 1.94% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'921 CHF | 104'307 CHF | 98.69% | 98.69% |
12.07.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 285'081 CHF | 97'027 CHF | 98.81% | 98.81% |
11.07.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 301'413 CHF | 102'471 CHF | 98.84% | 98.84% |
10.07.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 298'757 CHF | 101'586 CHF | 98.73% | 98.73% |
09.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 297'265 CHF | 101'088 CHF | 98.77% | 98.77% |
08.07.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 282'560 CHF | 96'187 CHF | 98.74% | 98.74% |
05.07.2024 | 2.45% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 241'982 CHF | 82'661 CHF | 98.80% | 98.80% |
04.07.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 242'498 CHF | 82'833 CHF | 98.75% | 98.75% |
03.07.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 230'201 CHF | 78'734 CHF | 98.84% | 98.84% |
02.07.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 288'025 CHF | 98'008 CHF | 98.71% | 98.71% |