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 | 1.73% | 0.58 CHF | 0.59 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 516'586 CHF | 175'195 CHF | 99.46% | 99.46% |
12.07.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 510'378 CHF | 173'126 CHF | 99.55% | 99.55% |
11.07.2024 | 1.55% | 0.60 CHF | 0.61 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 575'818 CHF | 194'939 CHF | 99.31% | 99.31% |
10.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 595'423 CHF | 201'474 CHF | 99.43% | 99.43% |
09.07.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 605'831 CHF | 204'944 CHF | 86.62% | 86.62% |
08.07.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 599'031 CHF | 202'677 CHF | 99.45% | 99.45% |
05.07.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 598'898 CHF | 202'633 CHF | 99.40% | 99.40% |
04.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 601'036 CHF | 203'345 CHF | 99.57% | 99.57% |
03.07.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 624'146 CHF | 211'049 CHF | 99.43% | 99.43% |
02.07.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 635'573 CHF | 214'858 CHF | 99.55% | 99.55% |