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 | 1.41% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 99'990 | 211'984 CHF | 71'655 CHF | 99.41% | 99.41% |
12.07.2024 | 1.19% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 250'812 CHF | 84'604 CHF | 99.42% | 99.42% |
11.07.2024 | 1.44% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 299'977 | 100'000 | 206'672 CHF | 69'896 CHF | 98.06% | 98.06% |
10.07.2024 | 1.79% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 166'476 CHF | 56'492 CHF | 98.90% | 98.90% |
09.07.2024 | 1.77% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 168'170 CHF | 57'057 CHF | 99.42% | 99.42% |
08.07.2024 | 1.41% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 99'978 | 212'486 CHF | 71'814 CHF | 99.42% | 99.42% |
05.07.2024 | 1.19% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 99'996 | 251'773 CHF | 84'920 CHF | 99.15% | 99.15% |
04.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'617 CHF | 82'872 CHF | 99.38% | 99.38% |
03.07.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 299'988 | 100'000 | 245'781 CHF | 82'930 CHF | 99.42% | 99.42% |
02.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 99'989 | 212'689 CHF | 71'889 CHF | 99.31% | 99.31% |