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 | 1.44% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 207'107 CHF | 70'036 CHF | 99.39% | 99.39% |
12.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 206'860 CHF | 69'953 CHF | 98.66% | 98.66% |
11.07.2024 | 1.57% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 189'121 CHF | 64'040 CHF | 92.50% | 92.50% |
10.07.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 175'958 CHF | 59'653 CHF | 98.66% | 98.66% |
09.07.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 171'775 CHF | 58'258 CHF | 99.29% | 99.29% |
08.07.2024 | 1.63% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 182'193 CHF | 61'731 CHF | 99.40% | 99.40% |
05.07.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 157'230 CHF | 53'410 CHF | 99.37% | 99.37% |
04.07.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'417 CHF | 54'139 CHF | 99.42% | 99.42% |
03.07.2024 | 1.64% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 181'970 CHF | 61'657 CHF | 99.04% | 99.04% |
02.07.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'270 CHF | 62'757 CHF | 99.14% | 99.14% |