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 | 1.14% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 261'262 CHF | 88'088 CHF | 99.55% | 99.55% |
12.07.2024 | 1.07% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 277'722 CHF | 93'574 CHF | 99.35% | 99.35% |
11.07.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 255'650 CHF | 86'217 CHF | 99.02% | 99.02% |
10.07.2024 | 1.23% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 241'616 CHF | 81'539 CHF | 99.59% | 99.59% |
09.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'540 CHF | 78'513 CHF | 99.59% | 99.59% |
08.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'352 CHF | 83'451 CHF | 99.55% | 99.55% |
05.07.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'098 CHF | 79'699 CHF | 99.55% | 99.55% |
04.07.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'028 CHF | 79'676 CHF | 99.56% | 99.56% |
03.07.2024 | 1.12% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 266'041 CHF | 89'680 CHF | 99.50% | 99.50% |
02.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 264'540 CHF | 89'180 CHF | 99.29% | 99.29% |