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 | 1.25% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 237'810 CHF | 80'270 CHF | 99.49% | 99.49% |
12.07.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 230'589 CHF | 77'863 CHF | 97.98% | 97.98% |
11.07.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 218'651 CHF | 73'884 CHF | 99.45% | 99.45% |
10.07.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 217'615 CHF | 73'538 CHF | 94.56% | 94.56% |
09.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 223'978 CHF | 75'659 CHF | 99.14% | 99.14% |
08.07.2024 | 1.25% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 238'416 CHF | 80'472 CHF | 98.90% | 98.90% |
05.07.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 231'929 CHF | 78'310 CHF | 99.53% | 99.53% |
04.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'871 CHF | 79'624 CHF | 99.56% | 99.56% |
03.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'026 CHF | 78'342 CHF | 99.53% | 99.53% |
02.07.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'148 CHF | 78'383 CHF | 99.56% | 99.56% |