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% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 423'863 CHF | 143'288 CHF | 99.38% | 99.38% |
12.07.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 423'694 CHF | 143'231 CHF | 99.38% | 99.38% |
11.07.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 401'589 CHF | 135'863 CHF | 99.37% | 99.37% |
10.07.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 386'846 CHF | 130'949 CHF | 99.37% | 99.37% |
09.07.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 412'846 CHF | 139'615 CHF | 99.37% | 99.37% |
08.07.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 412'356 CHF | 139'452 CHF | 99.38% | 99.38% |
05.07.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 406'846 CHF | 137'615 CHF | 99.38% | 99.38% |
04.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 406'774 CHF | 137'592 CHF | 98.82% | 98.82% |
03.07.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 406'230 CHF | 137'410 CHF | 99.38% | 99.38% |
02.07.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 385'873 CHF | 130'624 CHF | 99.38% | 99.38% |