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% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 265'488 CHF | 89'496 CHF | 99.27% | 99.27% |
12.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 271'843 CHF | 91'614 CHF | 99.27% | 99.27% |
11.07.2024 | 1.15% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 258'914 CHF | 87'305 CHF | 99.27% | 99.27% |
10.07.2024 | 1.09% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 274'919 CHF | 92'640 CHF | 99.27% | 99.27% |
09.07.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 284'841 CHF | 95'947 CHF | 99.27% | 99.27% |
08.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'844 CHF | 94'948 CHF | 99.20% | 99.20% |
05.07.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'843 CHF | 96'281 CHF | 99.26% | 99.26% |
04.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'387 CHF | 95'462 CHF | 99.27% | 99.27% |
03.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 274'321 CHF | 92'440 CHF | 99.27% | 99.27% |
02.07.2024 | 1.12% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'622 CHF | 90'207 CHF | 99.27% | 99.27% |