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 | 1.19% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 250'058 CHF | 84'353 CHF | 92.11% | 92.11% |
12.07.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'767 CHF | 82'922 CHF | 94.00% | 94.00% |
11.07.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 253'125 CHF | 85'375 CHF | 93.65% | 93.65% |
10.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 252'234 CHF | 85'078 CHF | 87.74% | 87.74% |
09.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 259'395 CHF | 87'465 CHF | 93.77% | 93.77% |
08.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'537 CHF | 83'846 CHF | 89.67% | 89.67% |
05.07.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'748 CHF | 83'249 CHF | 98.72% | 98.72% |
04.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 264'370 CHF | 89'123 CHF | 86.01% | 86.01% |
03.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 268'656 CHF | 90'552 CHF | 94.48% | 94.48% |
02.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 275'872 CHF | 92'957 CHF | 95.01% | 95.01% |