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 | 2.15% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 276'257 CHF | 94'086 CHF | 98.69% | 98.69% |
12.07.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 298'432 CHF | 101'477 CHF | 98.81% | 98.81% |
11.07.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 281'126 CHF | 95'709 CHF | 98.84% | 98.84% |
10.07.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 283'336 CHF | 96'445 CHF | 98.75% | 98.75% |
09.07.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 285'215 CHF | 97'072 CHF | 98.76% | 98.76% |
08.07.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 299'073 CHF | 101'691 CHF | 98.75% | 98.75% |
05.07.2024 | 1.74% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 341'307 CHF | 115'769 CHF | 98.78% | 98.78% |
04.07.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 341'075 CHF | 115'692 CHF | 98.75% | 98.75% |
03.07.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 353'297 CHF | 119'766 CHF | 98.84% | 98.84% |
02.07.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 293'855 CHF | 99'952 CHF | 98.72% | 98.72% |