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 | 1.40% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 213'761 CHF | 72'254 CHF | 99.19% | 99.19% |
12.07.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 201'568 CHF | 68'189 CHF | 99.27% | 99.27% |
11.07.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 199'405 CHF | 67'468 CHF | 99.23% | 99.23% |
10.07.2024 | 1.34% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 222'915 CHF | 75'305 CHF | 99.23% | 99.23% |
09.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'772 CHF | 78'591 CHF | 99.24% | 99.24% |
08.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'262 CHF | 76'754 CHF | 99.24% | 99.24% |
05.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'611 CHF | 83'537 CHF | 99.23% | 99.23% |
04.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 254'229 CHF | 85'743 CHF | 99.23% | 99.23% |
03.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 257'212 CHF | 86'737 CHF | 99.23% | 99.23% |
02.07.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'412 CHF | 83'804 CHF | 99.24% | 99.24% |