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 | 1.46% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 408'708 CHF | 138'236 CHF | 99.38% | 99.38% |
12.07.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 408'172 CHF | 138'057 CHF | 99.38% | 99.38% |
11.07.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 384'678 CHF | 130'226 CHF | 99.38% | 99.38% |
10.07.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 368'868 CHF | 124'956 CHF | 99.37% | 99.37% |
09.07.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 396'246 CHF | 134'082 CHF | 99.37% | 99.37% |
08.07.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 394'804 CHF | 133'602 CHF | 99.38% | 99.38% |
05.07.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 389'924 CHF | 131'975 CHF | 99.38% | 99.38% |
04.07.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 390'083 CHF | 132'028 CHF | 98.82% | 98.82% |
03.07.2024 | 1.53% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 389'117 CHF | 131'706 CHF | 99.38% | 99.38% |
02.07.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 366'410 CHF | 124'137 CHF | 99.37% | 99.37% |