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 | 1.68% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 177'070 CHF | 60'023 CHF | 99.17% | 99.17% |
12.07.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 180'683 CHF | 61'228 CHF | 99.24% | 99.24% |
11.07.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 177'693 CHF | 60'231 CHF | 98.03% | 98.03% |
10.07.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 182'721 CHF | 61'907 CHF | 99.24% | 99.24% |
09.07.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 178'590 CHF | 60'530 CHF | 99.24% | 99.24% |
08.07.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 184'276 CHF | 62'425 CHF | 99.16% | 99.16% |
05.07.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'103 CHF | 65'034 CHF | 98.43% | 98.43% |
04.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'513 CHF | 65'171 CHF | 99.23% | 99.23% |
03.07.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'570 CHF | 65'190 CHF | 98.54% | 98.54% |
02.07.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 201'296 CHF | 68'099 CHF | 99.23% | 99.23% |