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 | 1.17% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 255'402 CHF | 86'134 CHF | 94.91% | 94.91% |
12.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 258'027 CHF | 87'009 CHF | 99.18% | 99.18% |
11.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 260'129 CHF | 87'710 CHF | 98.13% | 98.13% |
10.07.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'967 CHF | 91'989 CHF | 99.23% | 99.23% |
09.07.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'214 CHF | 94'738 CHF | 99.24% | 99.24% |
08.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 275'863 CHF | 92'954 CHF | 98.69% | 98.69% |
05.07.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'688 CHF | 94'563 CHF | 98.73% | 98.73% |
04.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'667 CHF | 94'556 CHF | 99.23% | 99.23% |
03.07.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'187 CHF | 94'396 CHF | 99.23% | 99.23% |
02.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 279'680 CHF | 94'227 CHF | 99.23% | 99.23% |