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 | 1.15% | 0.86 CHF | 0.87 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 260'393 CHF | 43'899 CHF | 99.17% | 99.17% |
12.07.2024 | 1.19% | 0.89 CHF | 0.90 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 251'366 CHF | 42'394 CHF | 99.17% | 99.17% |
11.07.2024 | 1.25% | 0.84 CHF | 0.85 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 239'001 CHF | 40'334 CHF | 99.16% | 99.16% |
10.07.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 241'150 CHF | 40'692 CHF | 99.16% | 99.16% |
09.07.2024 | 1.21% | 0.76 CHF | 0.77 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 246'960 CHF | 41'660 CHF | 99.17% | 99.17% |
08.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 252'067 CHF | 42'511 CHF | 99.15% | 99.15% |
05.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 259'014 CHF | 43'669 CHF | 99.16% | 99.16% |
04.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 240'438 CHF | 40'573 CHF | 99.17% | 99.17% |
03.07.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 219'314 CHF | 37'052 CHF | 99.17% | 99.17% |
02.07.2024 | 1.48% | 0.72 CHF | 0.73 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 201'283 CHF | 34'047 CHF | 99.16% | 99.16% |