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 | 1.24% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 240'597 CHF | 81'199 CHF | 99.38% | 99.38% |
12.07.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 239'230 CHF | 80'743 CHF | 99.38% | 99.38% |
11.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 228'684 CHF | 77'228 CHF | 99.37% | 99.37% |
10.07.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 217'646 CHF | 73'549 CHF | 99.38% | 99.38% |
09.07.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 209'101 CHF | 70'700 CHF | 99.38% | 99.38% |
08.07.2024 | 1.36% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 219'075 CHF | 74'025 CHF | 99.38% | 99.38% |
05.07.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 228'332 CHF | 77'111 CHF | 99.38% | 99.38% |
04.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 217'185 CHF | 73'395 CHF | 98.59% | 98.59% |
03.07.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 211'022 CHF | 71'341 CHF | 99.38% | 99.38% |
02.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 206'916 CHF | 69'972 CHF | 99.37% | 99.37% |