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 | 1.77% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'827 CHF | 56'942 CHF | 92.11% | 92.11% |
12.07.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'539 CHF | 55'513 CHF | 93.98% | 93.98% |
11.07.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'769 CHF | 57'923 CHF | 93.66% | 93.66% |
10.07.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'314 CHF | 57'771 CHF | 87.75% | 87.75% |
09.07.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 177'451 CHF | 60'151 CHF | 93.78% | 93.78% |
08.07.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 166'622 CHF | 56'541 CHF | 89.68% | 89.68% |
05.07.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 164'940 CHF | 55'980 CHF | 98.70% | 98.70% |
04.07.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 182'376 CHF | 61'792 CHF | 86.01% | 86.01% |
03.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 186'521 CHF | 63'174 CHF | 94.47% | 94.47% |
02.07.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 194'353 CHF | 65'784 CHF | 95.01% | 95.01% |