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 | 1.57% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 189'827 CHF | 64'276 CHF | 99.49% | 99.49% |
12.07.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 183'992 CHF | 62'331 CHF | 97.98% | 97.98% |
11.07.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 419'744 | 139'915 | 241'123 CHF | 81'774 CHF | 99.34% | 99.34% |
10.07.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 437'614 | 145'871 | 251'252 CHF | 85'209 CHF | 94.56% | 94.56% |
09.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 321'374 | 107'125 | 189'090 CHF | 64'101 CHF | 99.15% | 99.15% |
08.07.2024 | 1.57% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 190'013 CHF | 64'338 CHF | 98.90% | 98.90% |
05.07.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 184'473 CHF | 62'491 CHF | 99.56% | 99.56% |
04.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 187'923 CHF | 63'641 CHF | 99.56% | 99.56% |
03.07.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 184'466 CHF | 62'489 CHF | 99.58% | 99.58% |
02.07.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 184'671 CHF | 62'557 CHF | 99.53% | 99.53% |