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 | 1.24% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 240'236 CHF | 81'079 CHF | 99.12% | 99.12% |
12.07.2024 | 1.39% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 214'166 CHF | 72'389 CHF | 99.70% | 99.70% |
11.07.2024 | 1.52% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 196'142 CHF | 66'381 CHF | 98.80% | 98.80% |
10.07.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 328'695 | 109'565 | 200'260 CHF | 67'849 CHF | 98.51% | 98.51% |
09.07.2024 | 1.53% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 194'952 CHF | 65'984 CHF | 99.55% | 99.55% |
08.07.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 196'409 CHF | 66'470 CHF | 96.26% | 96.26% |
05.07.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 205'860 CHF | 69'620 CHF | 99.44% | 99.44% |
04.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 213'694 CHF | 72'231 CHF | 99.41% | 99.41% |
03.07.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 197'895 CHF | 66'965 CHF | 99.54% | 99.54% |
02.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 198'814 CHF | 67'271 CHF | 99.40% | 99.40% |