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 | 3.70% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 159'148 CHF | 55'050 CHF | 98.68% | 98.68% |
12.07.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 180'990 CHF | 62'330 CHF | 98.82% | 98.82% |
11.07.2024 | 3.58% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 164'661 CHF | 56'887 CHF | 98.85% | 98.85% |
10.07.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 166'307 CHF | 57'436 CHF | 98.75% | 98.75% |
09.07.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 167'690 CHF | 57'897 CHF | 98.79% | 98.79% |
08.07.2024 | 3.24% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 182'342 CHF | 62'781 CHF | 98.74% | 98.74% |
05.07.2024 | 2.64% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 224'600 CHF | 76'867 CHF | 98.79% | 98.79% |
04.07.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 223'939 CHF | 76'646 CHF | 98.74% | 98.74% |
03.07.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 236'264 CHF | 80'755 CHF | 98.84% | 98.84% |
02.07.2024 | 3.33% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'614 CHF | 61'205 CHF | 98.71% | 98.71% |