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 | 1.54% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 193'211 CHF | 65'404 CHF | 98.68% | 98.68% |
12.07.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 182'247 CHF | 61'749 CHF | 98.77% | 98.77% |
11.07.2024 | 2.08% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 143'029 CHF | 48'676 CHF | 99.22% | 99.22% |
10.07.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'845 CHF | 46'615 CHF | 97.38% | 97.38% |
09.07.2024 | 2.00% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 148'864 CHF | 50'621 CHF | 98.39% | 98.39% |
08.07.2024 | 1.74% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 171'255 CHF | 58'085 CHF | 97.36% | 97.36% |
05.07.2024 | 1.59% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 187'438 CHF | 63'479 CHF | 98.58% | 98.58% |
04.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'432 CHF | 63'811 CHF | 93.09% | 93.09% |
03.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'636 CHF | 62'879 CHF | 99.23% | 99.23% |
02.07.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'668 CHF | 55'556 CHF | 98.87% | 98.87% |