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 | 1.20% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'865 CHF | 83'955 CHF | 86.24% | 86.24% |
12.07.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 268'858 CHF | 90'619 CHF | 99.31% | 99.31% |
11.07.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'393 CHF | 101'131 CHF | 97.99% | 97.99% |
10.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'581 CHF | 95'527 CHF | 95.89% | 95.89% |
09.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 288'071 CHF | 97'024 CHF | 96.67% | 96.67% |
08.07.2024 | 1.14% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 262'343 CHF | 88'448 CHF | 92.95% | 92.95% |
05.07.2024 | 1.08% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 277'422 CHF | 93'474 CHF | 95.53% | 95.53% |
04.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'504 CHF | 94'835 CHF | 99.31% | 99.31% |
03.07.2024 | 1.10% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 271'627 CHF | 91'542 CHF | 97.74% | 97.74% |
02.07.2024 | 1.22% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'742 CHF | 82'914 CHF | 99.31% | 99.31% |