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 | 1.59% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 187'729 CHF | 63'576 CHF | 99.17% | 99.17% |
12.07.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 190'341 CHF | 64'447 CHF | 99.24% | 99.24% |
11.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 187'893 CHF | 63'631 CHF | 98.03% | 98.03% |
10.07.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 191'939 CHF | 64'980 CHF | 99.24% | 99.24% |
09.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 189'409 CHF | 64'136 CHF | 99.24% | 99.24% |
08.07.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 193'780 CHF | 65'593 CHF | 99.15% | 99.15% |
05.07.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'308 CHF | 68'769 CHF | 98.43% | 98.43% |
04.07.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 202'337 CHF | 68'446 CHF | 99.23% | 99.23% |
03.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'652 CHF | 68'884 CHF | 98.55% | 98.55% |
02.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 210'887 CHF | 71'296 CHF | 99.23% | 99.23% |