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 | 1.27% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 470'288 CHF | 158'763 CHF | 99.31% | 99.31% |
12.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 471'558 CHF | 159'186 CHF | 99.27% | 99.27% |
11.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 476'702 CHF | 160'901 CHF | 99.12% | 99.12% |
10.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 481'967 CHF | 162'656 CHF | 99.06% | 99.06% |
09.07.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 481'956 CHF | 162'652 CHF | 99.10% | 99.10% |
08.07.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 512'670 CHF | 172'890 CHF | 99.13% | 99.13% |
05.07.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 533'046 CHF | 179'682 CHF | 99.11% | 99.11% |
04.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 542'178 CHF | 182'726 CHF | 99.09% | 99.09% |
03.07.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 528'233 CHF | 178'078 CHF | 98.65% | 98.65% |
02.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 477'715 CHF | 161'238 CHF | 99.16% | 99.16% |