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 | 1.58% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 189'174 CHF | 64'058 CHF | 99.17% | 99.17% |
12.07.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 182'588 CHF | 61'863 CHF | 99.16% | 99.16% |
11.07.2024 | 1.63% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 183'378 CHF | 62'126 CHF | 99.17% | 99.17% |
10.07.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 169'191 CHF | 57'397 CHF | 99.17% | 99.17% |
09.07.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'727 CHF | 59'242 CHF | 99.17% | 99.17% |
08.07.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'340 CHF | 63'780 CHF | 99.16% | 99.16% |
05.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 189'656 CHF | 64'219 CHF | 99.15% | 99.15% |
04.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 216'108 CHF | 73'036 CHF | 99.17% | 99.17% |
03.07.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'282 CHF | 69'094 CHF | 99.15% | 99.15% |
02.07.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 196'668 CHF | 66'556 CHF | 99.16% | 99.16% |