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 | 1.31% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 456'603 CHF | 154'201 CHF | 98.82% | 98.82% |
12.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 471'085 CHF | 159'028 CHF | 98.80% | 98.80% |
11.07.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 519'636 CHF | 175'212 CHF | 99.30% | 99.30% |
10.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 525'800 CHF | 177'267 CHF | 98.44% | 98.44% |
09.07.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 511'397 CHF | 172'466 CHF | 97.73% | 97.73% |
08.07.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 482'182 CHF | 162'727 CHF | 97.51% | 97.51% |
05.07.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 465'279 CHF | 157'093 CHF | 98.29% | 98.29% |
04.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 463'521 CHF | 156'507 CHF | 94.22% | 94.22% |
03.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 466'548 CHF | 157'516 CHF | 99.38% | 99.38% |
02.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 492'780 CHF | 166'260 CHF | 98.93% | 98.93% |