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% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 265'631 CHF | 89'544 CHF | 99.38% | 99.38% |
12.07.2024 | 1.14% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 262'446 CHF | 88'482 CHF | 99.37% | 99.37% |
11.07.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 251'909 CHF | 84'970 CHF | 99.37% | 99.37% |
10.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 336'831 | 112'277 | 267'797 CHF | 90'389 CHF | 99.37% | 99.37% |
09.07.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 303'897 | 101'299 | 248'159 CHF | 83'733 CHF | 99.37% | 99.37% |
08.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 301'919 | 100'640 | 249'119 CHF | 84'046 CHF | 99.38% | 99.38% |
05.07.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'695 CHF | 90'232 CHF | 99.38% | 99.38% |
04.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 331'789 | 110'596 | 290'604 CHF | 97'974 CHF | 98.59% | 98.59% |
03.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 411'118 | 137'039 | 342'249 CHF | 115'453 CHF | 99.38% | 99.38% |
02.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'254 CHF | 113'918 CHF | 99.37% | 99.37% |