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 | 1.05% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'506 CHF | 96'169 CHF | 98.67% | 98.67% |
12.07.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 274'627 CHF | 92'542 CHF | 98.77% | 98.77% |
11.07.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'315 CHF | 79'438 CHF | 99.22% | 99.22% |
10.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 228'865 CHF | 77'289 CHF | 97.38% | 97.38% |
09.07.2024 | 1.24% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 240'530 CHF | 81'177 CHF | 98.39% | 98.39% |
08.07.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 263'209 CHF | 88'736 CHF | 97.36% | 97.36% |
05.07.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 279'444 CHF | 94'148 CHF | 98.58% | 98.58% |
04.07.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'053 CHF | 94'351 CHF | 93.09% | 93.09% |
03.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 277'262 CHF | 93'421 CHF | 99.23% | 99.23% |
02.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 254'992 CHF | 85'997 CHF | 98.87% | 98.87% |