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 | 1.55% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'750 CHF | 65'250 CHF | 99.14% | 99.14% |
12.07.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'597 CHF | 79'532 CHF | 99.23% | 99.23% |
11.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 219'940 CHF | 74'314 CHF | 98.64% | 98.64% |
10.07.2024 | 1.36% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 219'288 CHF | 74'096 CHF | 99.23% | 99.23% |
09.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 217'020 CHF | 73'340 CHF | 99.23% | 99.23% |
08.07.2024 | 1.40% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 212'733 CHF | 71'911 CHF | 99.21% | 99.21% |
05.07.2024 | 1.21% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'224 CHF | 83'075 CHF | 99.19% | 99.19% |
04.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 230'606 CHF | 77'869 CHF | 99.23% | 99.23% |
03.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 214'747 CHF | 72'583 CHF | 99.23% | 99.23% |
02.07.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 197'795 CHF | 66'932 CHF | 99.22% | 99.22% |