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 | 1.71% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 173'882 CHF | 58'961 CHF | 99.27% | 99.27% |
12.07.2024 | 1.60% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 186'142 CHF | 63'047 CHF | 99.27% | 99.27% |
11.07.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 209'177 CHF | 70'726 CHF | 99.27% | 99.27% |
10.07.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 207'597 CHF | 70'199 CHF | 99.27% | 99.27% |
09.07.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 202'980 CHF | 68'660 CHF | 99.27% | 99.27% |
08.07.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 217'578 CHF | 73'526 CHF | 99.21% | 99.21% |
05.07.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 228'547 CHF | 77'182 CHF | 99.27% | 99.27% |
04.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 223'288 CHF | 75'429 CHF | 99.27% | 99.27% |
03.07.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 223'862 CHF | 75'621 CHF | 99.27% | 99.27% |
02.07.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 214'618 CHF | 72'539 CHF | 99.26% | 99.26% |