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 | 1.71% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 173'968 CHF | 58'989 CHF | 99.55% | 99.55% |
12.07.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 166'217 CHF | 56'406 CHF | 97.73% | 97.73% |
11.07.2024 | 1.93% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'335 CHF | 52'445 CHF | 99.43% | 99.43% |
10.07.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 153'913 CHF | 52'304 CHF | 94.55% | 94.55% |
09.07.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'392 CHF | 54'131 CHF | 99.11% | 99.11% |
08.07.2024 | 1.71% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'017 CHF | 59'006 CHF | 98.88% | 98.88% |
05.07.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'910 CHF | 56'970 CHF | 99.56% | 99.56% |
04.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 172'270 CHF | 58'423 CHF | 99.56% | 99.56% |
03.07.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 168'061 CHF | 57'020 CHF | 99.54% | 99.54% |
02.07.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 166'899 CHF | 56'633 CHF | 99.57% | 99.57% |