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 | 1.48% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 403'852 CHF | 136'617 CHF | 99.16% | 99.16% |
12.07.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 406'765 CHF | 137'588 CHF | 99.05% | 99.05% |
11.07.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 410'790 CHF | 138'930 CHF | 99.19% | 99.19% |
10.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 414'347 CHF | 140'116 CHF | 99.06% | 99.06% |
09.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 413'665 CHF | 139'888 CHF | 99.11% | 99.11% |
08.07.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 442'495 CHF | 149'498 CHF | 99.13% | 99.13% |
05.07.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 460'708 CHF | 155'569 CHF | 99.16% | 99.16% |
04.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 469'089 CHF | 158'363 CHF | 99.08% | 99.08% |
03.07.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 456'427 CHF | 154'142 CHF | 98.58% | 98.58% |
02.07.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 407'940 CHF | 137'980 CHF | 99.15% | 99.15% |