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 | 1.07% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 558'840 CHF | 188'280 CHF | 97.93% | 97.93% |
12.07.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 513'178 CHF | 173'059 CHF | 99.03% | 99.03% |
11.07.2024 | 1.28% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 464'904 CHF | 156'968 CHF | 97.27% | 97.27% |
10.07.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 453'819 CHF | 153'273 CHF | 89.28% | 89.28% |
09.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 462'195 CHF | 156'065 CHF | 99.32% | 99.32% |
08.07.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 458'923 CHF | 154'974 CHF | 97.54% | 97.54% |
05.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 463'885 CHF | 156'628 CHF | 96.72% | 96.72% |
04.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 467'832 CHF | 157'944 CHF | 99.37% | 99.37% |
03.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 477'768 CHF | 161'256 CHF | 97.65% | 97.65% |
02.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 466'787 CHF | 157'596 CHF | 94.50% | 94.50% |