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 | 1.32% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 226'441 CHF | 76'480 CHF | 90.09% | 90.09% |
12.07.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 231'284 CHF | 78'095 CHF | 97.42% | 97.42% |
11.07.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 224'324 CHF | 75'775 CHF | 95.71% | 95.71% |
10.07.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 223'984 CHF | 75'661 CHF | 95.42% | 95.42% |
09.07.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 217'167 CHF | 73'389 CHF | 96.77% | 96.77% |
08.07.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'003 CHF | 79'334 CHF | 96.29% | 96.29% |
05.07.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 230'318 CHF | 77'773 CHF | 91.97% | 91.97% |
04.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 224'545 CHF | 75'848 CHF | 88.82% | 88.82% |
03.07.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 214'767 CHF | 72'589 CHF | 94.23% | 94.23% |
02.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 206'625 CHF | 69'875 CHF | 95.91% | 95.91% |