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 | 1.66% | 0.57 CHF | 0.58 CHF | 900'000 | 300'000 | 901'007 | 301'007 | 538'315 CHF | 182'808 CHF | 97.27% | 97.27% |
12.07.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 568'443 CHF | 192'481 CHF | 99.35% | 99.35% |
11.07.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 508'898 CHF | 172'633 CHF | 98.96% | 98.96% |
10.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 476'238 CHF | 161'746 CHF | 99.26% | 99.26% |
09.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 477'965 CHF | 162'322 CHF | 98.98% | 98.98% |
08.07.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 495'674 CHF | 168'225 CHF | 99.42% | 99.42% |
05.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 481'826 CHF | 163'609 CHF | 99.42% | 99.42% |
04.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 476'984 CHF | 161'995 CHF | 99.53% | 99.53% |
03.07.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 494'563 CHF | 167'854 CHF | 97.76% | 97.76% |
02.07.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 470'699 CHF | 159'900 CHF | 99.06% | 99.06% |