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 | 1.06% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'591 CHF | 94'864 CHF | 99.19% | 99.19% |
12.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 294'221 CHF | 99'074 CHF | 99.27% | 99.27% |
11.07.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'840 CHF | 99'613 CHF | 99.23% | 99.23% |
10.07.2024 | 1.10% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 271'735 CHF | 91'578 CHF | 99.24% | 99.24% |
09.07.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 261'950 CHF | 88'317 CHF | 99.23% | 99.23% |
08.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'104 CHF | 90'035 CHF | 99.24% | 99.24% |
05.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'388 CHF | 83'796 CHF | 99.23% | 99.23% |
04.07.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 241'997 CHF | 81'666 CHF | 99.23% | 99.23% |
03.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 238'593 CHF | 80'531 CHF | 99.23% | 99.23% |
02.07.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'532 CHF | 83'178 CHF | 99.24% | 99.24% |