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 | 3.68% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 160'226 CHF | 55'409 CHF | 98.68% | 98.68% |
12.07.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 138'773 CHF | 48'258 CHF | 98.81% | 98.81% |
11.07.2024 | 3.79% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 155'516 CHF | 53'839 CHF | 98.85% | 98.85% |
10.07.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 152'922 CHF | 52'974 CHF | 98.73% | 98.73% |
09.07.2024 | 3.90% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 151'353 CHF | 52'451 CHF | 98.79% | 98.79% |
08.07.2024 | 4.29% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 137'052 CHF | 47'684 CHF | 98.75% | 98.75% |
05.07.2024 | 6.11% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 96'309 CHF | 34'103 CHF | 98.79% | 98.79% |
04.07.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 96'317 CHF | 34'106 CHF | 98.75% | 98.75% |
03.07.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 84'309 CHF | 30'103 CHF | 98.83% | 98.83% |
02.07.2024 | 4.13% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 142'685 CHF | 49'562 CHF | 98.71% | 98.71% |