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 | 1.22% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 488'408 CHF | 164'803 CHF | 95.29% | 95.29% |
12.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 481'477 CHF | 162'492 CHF | 99.27% | 99.27% |
11.07.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 461'980 CHF | 155'993 CHF | 98.78% | 98.78% |
10.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 448'450 CHF | 151'483 CHF | 99.23% | 99.23% |
09.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 460'154 CHF | 155'385 CHF | 99.24% | 99.24% |
08.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 470'778 CHF | 158'926 CHF | 99.24% | 99.24% |
05.07.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 501'346 CHF | 169'115 CHF | 99.14% | 99.14% |
04.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 506'597 CHF | 170'866 CHF | 99.23% | 99.23% |
03.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 499'858 CHF | 168'619 CHF | 99.23% | 99.23% |
02.07.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 512'480 CHF | 172'827 CHF | 99.24% | 99.24% |