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 | 1.72% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 173'363 CHF | 58'788 CHF | 99.17% | 99.17% |
12.07.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'845 CHF | 57'948 CHF | 99.24% | 99.24% |
11.07.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'258 CHF | 59'086 CHF | 98.03% | 98.03% |
10.07.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 169'927 CHF | 57'642 CHF | 99.24% | 99.24% |
09.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 173'354 CHF | 58'785 CHF | 99.24% | 99.24% |
08.07.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 168'603 CHF | 57'201 CHF | 99.15% | 99.15% |
05.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'181 CHF | 54'727 CHF | 98.43% | 98.43% |
04.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'928 CHF | 54'976 CHF | 99.23% | 99.23% |
03.07.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'684 CHF | 54'895 CHF | 98.54% | 98.54% |
02.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 155'071 CHF | 52'690 CHF | 99.23% | 99.23% |