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 | 1.56% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 190'471 CHF | 64'490 CHF | 94.89% | 94.89% |
12.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'875 CHF | 63'958 CHF | 99.18% | 99.18% |
11.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'208 CHF | 63'736 CHF | 98.13% | 98.13% |
10.07.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'644 CHF | 59'215 CHF | 99.24% | 99.24% |
09.07.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'235 CHF | 56'745 CHF | 99.24% | 99.24% |
08.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 171'222 CHF | 58'074 CHF | 98.69% | 98.69% |
05.07.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'429 CHF | 56'810 CHF | 98.73% | 98.73% |
04.07.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'105 CHF | 57'702 CHF | 99.23% | 99.23% |
03.07.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'207 CHF | 57'736 CHF | 99.23% | 99.23% |
02.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 172'574 CHF | 58'525 CHF | 99.23% | 99.23% |