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 | 1.20% | 0.83 CHF | 0.84 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 248'410 CHF | 251'410 CHF | 100.00% | 100.00% |
12.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 251'007 CHF | 254'007 CHF | 99.77% | 99.77% |
11.07.2024 | 1.17% | 0.82 CHF | 0.83 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 255'069 CHF | 258'069 CHF | 100.00% | 100.00% |
10.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 259'385 CHF | 262'385 CHF | 94.71% | 94.71% |
09.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 258'936 CHF | 261'936 CHF | 99.67% | 99.67% |
08.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 252'370 CHF | 255'370 CHF | 100.00% | 100.00% |
05.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 259'679 CHF | 262'679 CHF | 100.00% | 100.00% |
04.07.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 266'083 CHF | 269'083 CHF | 100.00% | 100.00% |
03.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 272'192 CHF | 275'192 CHF | 99.33% | 99.33% |
02.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 276'399 CHF | 279'399 CHF | 99.62% | 99.62% |