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 | 1.47% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 202'984 CHF | 68'661 CHF | 92.11% | 92.11% |
12.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 207'458 CHF | 70'153 CHF | 94.00% | 94.00% |
11.07.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 199'942 CHF | 67'647 CHF | 93.65% | 93.65% |
10.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 199'867 CHF | 67'622 CHF | 87.73% | 87.73% |
09.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'431 CHF | 65'144 CHF | 93.78% | 93.78% |
08.07.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'249 CHF | 68'750 CHF | 89.68% | 89.68% |
05.07.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 206'369 CHF | 69'790 CHF | 98.72% | 98.72% |
04.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'762 CHF | 63'921 CHF | 86.02% | 86.02% |
03.07.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 184'410 CHF | 62'470 CHF | 94.48% | 94.48% |
02.07.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 175'970 CHF | 59'657 CHF | 95.03% | 95.03% |