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 | 1.21% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'201 CHF | 83'400 CHF | 99.16% | 99.16% |
12.07.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'233 CHF | 82'744 CHF | 99.23% | 99.23% |
11.07.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'970 CHF | 83'990 CHF | 98.03% | 98.03% |
10.07.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 244'730 CHF | 82'577 CHF | 99.24% | 99.24% |
09.07.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'179 CHF | 83'726 CHF | 99.24% | 99.24% |
08.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 242'278 CHF | 81'759 CHF | 99.16% | 99.16% |
05.07.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'398 CHF | 79'466 CHF | 98.43% | 98.43% |
04.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'622 CHF | 79'874 CHF | 99.23% | 99.23% |
03.07.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'648 CHF | 79'883 CHF | 98.55% | 98.55% |
02.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 230'092 CHF | 77'697 CHF | 99.23% | 99.23% |