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 | 1.12% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 266'946 CHF | 89'982 CHF | 99.38% | 99.38% |
12.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 250'626 CHF | 84'542 CHF | 92.67% | 92.67% |
11.07.2024 | 1.94% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 153'779 CHF | 52'260 CHF | 99.37% | 99.37% |
10.07.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 144'871 CHF | 49'290 CHF | 99.37% | 99.37% |
09.07.2024 | 1.92% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'861 CHF | 52'621 CHF | 99.38% | 99.38% |
08.07.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'161 CHF | 52'387 CHF | 99.38% | 99.38% |
05.07.2024 | 1.79% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 166'042 CHF | 56'347 CHF | 99.38% | 99.38% |
04.07.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 157'184 CHF | 53'395 CHF | 98.59% | 98.59% |
03.07.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 153'471 CHF | 52'157 CHF | 99.38% | 99.38% |
02.07.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 162'931 CHF | 55'310 CHF | 99.37% | 99.37% |