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 | 1.09% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'692 CHF | 91'897 CHF | 99.38% | 99.38% |
12.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 271'738 CHF | 91'579 CHF | 99.37% | 99.37% |
11.07.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'604 CHF | 90'201 CHF | 99.37% | 99.37% |
10.07.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 260'610 CHF | 87'870 CHF | 99.37% | 99.37% |
09.07.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 266'123 CHF | 89'708 CHF | 99.37% | 99.37% |
08.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'995 CHF | 86'665 CHF | 99.38% | 99.38% |
05.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 254'514 CHF | 85'838 CHF | 99.38% | 99.38% |
04.07.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'799 CHF | 83'266 CHF | 98.59% | 98.59% |
03.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'078 CHF | 76'693 CHF | 99.38% | 99.38% |
02.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 209'093 CHF | 70'698 CHF | 99.37% | 99.37% |