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 | 1.18% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 505'099 CHF | 170'366 CHF | 99.38% | 99.38% |
12.07.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 498'639 CHF | 168'213 CHF | 99.38% | 99.38% |
11.07.2024 | 1.29% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 464'057 CHF | 156'686 CHF | 99.37% | 99.37% |
10.07.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 417'439 CHF | 141'146 CHF | 99.37% | 99.37% |
09.07.2024 | 1.42% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 420'887 CHF | 142'296 CHF | 99.38% | 99.38% |
08.07.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 424'355 CHF | 143'452 CHF | 99.37% | 99.37% |
05.07.2024 | 1.33% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 447'058 CHF | 151'019 CHF | 99.38% | 99.38% |
04.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 436'024 CHF | 147'341 CHF | 98.59% | 98.59% |
03.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 422'353 CHF | 142'784 CHF | 99.37% | 99.37% |
02.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 378'669 CHF | 128'223 CHF | 99.38% | 99.38% |