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 | 1.23% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 241'830 CHF | 81'610 CHF | 99.39% | 99.39% |
12.07.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 299'500 | 100'000 | 279'070 CHF | 94'173 CHF | 99.42% | 99.42% |
11.07.2024 | 1.30% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 99'925 | 229'252 CHF | 77'358 CHF | 98.06% | 98.06% |
10.07.2024 | 1.54% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 299'386 | 99'844 | 194'170 CHF | 65'765 CHF | 98.90% | 98.90% |
09.07.2024 | 1.50% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 199'067 CHF | 67'356 CHF | 99.41% | 99.41% |
08.07.2024 | 1.23% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'392 CHF | 82'131 CHF | 99.42% | 99.42% |
05.07.2024 | 1.06% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'512 CHF | 95'171 CHF | 99.15% | 99.15% |
04.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 276'013 CHF | 93'004 CHF | 99.39% | 99.39% |
03.07.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 274'053 CHF | 92'351 CHF | 99.42% | 99.42% |
02.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 240'508 CHF | 81'169 CHF | 99.31% | 99.31% |