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 | 1.22% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 489'031 CHF | 165'010 CHF | 95.29% | 95.29% |
12.07.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 498'363 CHF | 168'121 CHF | 99.27% | 99.27% |
11.07.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 519'625 CHF | 175'208 CHF | 98.78% | 98.78% |
10.07.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 534'754 CHF | 180'251 CHF | 99.23% | 99.23% |
09.07.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 523'136 CHF | 176'379 CHF | 99.24% | 99.24% |
08.07.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 508'613 CHF | 171'538 CHF | 99.23% | 99.23% |
05.07.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 482'226 CHF | 162'742 CHF | 99.13% | 99.13% |
04.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 479'695 CHF | 161'898 CHF | 99.23% | 99.23% |
03.07.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 489'199 CHF | 165'066 CHF | 99.23% | 99.23% |
02.07.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 477'366 CHF | 161'122 CHF | 99.24% | 99.24% |