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 | 1.28% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 465'244 CHF | 157'081 CHF | 92.97% | 92.97% |
12.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 489'292 CHF | 165'097 CHF | 94.15% | 94.15% |
11.07.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 520'241 CHF | 175'414 CHF | 91.29% | 91.29% |
10.07.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 539'701 CHF | 181'900 CHF | 87.23% | 87.23% |
09.07.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 548'071 CHF | 184'690 CHF | 85.57% | 85.57% |
08.07.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 531'406 CHF | 179'135 CHF | 85.26% | 85.26% |
05.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 529'082 CHF | 178'361 CHF | 90.44% | 90.44% |
04.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 549'134 CHF | 185'045 CHF | 78.08% | 78.08% |
03.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 548'038 CHF | 184'679 CHF | 92.36% | 92.36% |
02.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 567'310 CHF | 191'103 CHF | 96.41% | 96.41% |