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 | 1.26% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'794 CHF | 79'931 CHF | 86.23% | 86.23% |
12.07.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 218'171 CHF | 73'724 CHF | 99.31% | 99.31% |
11.07.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 187'629 CHF | 63'543 CHF | 97.99% | 97.99% |
10.07.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 205'738 CHF | 69'580 CHF | 95.90% | 95.90% |
09.07.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 201'956 CHF | 68'319 CHF | 96.67% | 96.67% |
08.07.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 226'393 CHF | 76'465 CHF | 92.95% | 92.95% |
05.07.2024 | 1.39% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 213'921 CHF | 72'307 CHF | 95.53% | 95.53% |
04.07.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 210'674 CHF | 71'225 CHF | 99.31% | 99.31% |
03.07.2024 | 1.35% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 221'526 CHF | 74'842 CHF | 97.74% | 97.74% |
02.07.2024 | 1.20% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'824 CHF | 83'941 CHF | 99.28% | 99.28% |