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 | 1.40% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 424'290 CHF | 143'430 CHF | 99.33% | 99.33% |
12.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 426'446 CHF | 144'149 CHF | 99.06% | 99.06% |
11.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 431'572 CHF | 145'857 CHF | 99.16% | 99.16% |
10.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 436'071 CHF | 147'357 CHF | 99.07% | 99.07% |
09.07.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 436'362 CHF | 147'454 CHF | 99.11% | 99.11% |
08.07.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 468'992 CHF | 158'331 CHF | 99.11% | 99.11% |
05.07.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 489'973 CHF | 165'324 CHF | 99.12% | 99.12% |
04.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 499'062 CHF | 168'354 CHF | 99.08% | 99.08% |
03.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 484'965 CHF | 163'655 CHF | 98.64% | 98.64% |
02.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 432'177 CHF | 146'059 CHF | 99.15% | 99.15% |