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 | 1.15% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 258'931 CHF | 87'310 CHF | 99.38% | 99.38% |
12.07.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 254'715 CHF | 85'905 CHF | 99.28% | 99.28% |
11.07.2024 | 1.14% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 260'713 CHF | 87'904 CHF | 98.09% | 98.09% |
10.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 254'241 CHF | 85'747 CHF | 99.36% | 99.36% |
09.07.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 260'596 CHF | 87'865 CHF | 99.35% | 99.35% |
08.07.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 250'998 CHF | 84'666 CHF | 99.27% | 99.27% |
05.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 239'482 CHF | 80'828 CHF | 98.53% | 98.53% |
04.07.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 242'003 CHF | 81'668 CHF | 99.36% | 99.36% |
03.07.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 241'643 CHF | 81'548 CHF | 99.35% | 99.35% |
02.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 339'915 | 113'305 | 260'884 CHF | 88'094 CHF | 99.40% | 99.40% |