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 | 1.39% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 213'891 CHF | 72'297 CHF | 99.27% | 99.27% |
12.07.2024 | 1.45% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 205'623 CHF | 69'541 CHF | 99.27% | 99.27% |
11.07.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 195'892 CHF | 66'297 CHF | 99.27% | 99.27% |
10.07.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 198'705 CHF | 67'235 CHF | 99.27% | 99.27% |
09.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 207'051 CHF | 70'017 CHF | 99.27% | 99.27% |
08.07.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 206'570 CHF | 69'857 CHF | 99.21% | 99.21% |
05.07.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 214'880 CHF | 72'627 CHF | 99.26% | 99.26% |
04.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 222'156 CHF | 75'052 CHF | 99.27% | 99.27% |
03.07.2024 | 1.47% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'004 CHF | 68'668 CHF | 99.27% | 99.27% |
02.07.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'813 CHF | 63'938 CHF | 99.26% | 99.26% |