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 | 1.49% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 399'264 CHF | 135'088 CHF | 95.27% | 95.27% |
12.07.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 392'306 CHF | 132'769 CHF | 99.28% | 99.28% |
11.07.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 372'480 CHF | 126'160 CHF | 98.78% | 98.78% |
10.07.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 358'793 CHF | 121'598 CHF | 99.23% | 99.23% |
09.07.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 370'590 CHF | 125'530 CHF | 99.24% | 99.24% |
08.07.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 382'052 CHF | 129'351 CHF | 99.24% | 99.24% |
05.07.2024 | 1.44% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 412'576 CHF | 139'525 CHF | 99.13% | 99.13% |
04.07.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 417'364 CHF | 141'121 CHF | 99.23% | 99.23% |
03.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 409'997 CHF | 138'666 CHF | 99.23% | 99.23% |
02.07.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 422'722 CHF | 142'907 CHF | 99.23% | 99.23% |