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 | 1.41% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 524'911 | 174'970 | 369'678 CHF | 124'976 CHF | 99.27% | 99.27% |
12.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 460'848 | 153'616 | 342'134 CHF | 115'581 CHF | 99.27% | 99.27% |
11.07.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'930 | 150'310 | 345'793 CHF | 116'768 CHF | 99.27% | 99.27% |
10.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 565'591 | 188'530 | 417'214 CHF | 140'957 CHF | 99.27% | 99.27% |
09.07.2024 | 1.29% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 463'617 | 154'539 | 356'679 CHF | 120'438 CHF | 99.27% | 99.27% |
08.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 456'465 | 152'155 | 363'952 CHF | 122'839 CHF | 99.24% | 99.24% |
05.07.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 428'342 CHF | 144'781 CHF | 99.27% | 99.27% |
04.07.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 403'473 CHF | 136'491 CHF | 99.27% | 99.27% |
03.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 396'110 CHF | 134'037 CHF | 99.27% | 99.27% |
02.07.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 386'501 CHF | 130'834 CHF | 99.27% | 99.27% |