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 | 1.89% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 157'422 CHF | 53'474 CHF | 86.23% | 86.23% |
12.07.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 177'363 CHF | 60'121 CHF | 99.31% | 99.31% |
11.07.2024 | 1.43% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 208'487 CHF | 70'496 CHF | 97.99% | 97.99% |
10.07.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'013 CHF | 65'004 CHF | 95.90% | 95.90% |
09.07.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 196'112 CHF | 66'371 CHF | 96.67% | 96.67% |
08.07.2024 | 1.73% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 171'858 CHF | 58'286 CHF | 92.95% | 92.95% |
05.07.2024 | 1.61% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'573 CHF | 62'858 CHF | 95.52% | 95.52% |
04.07.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 190'845 CHF | 64'615 CHF | 99.31% | 99.31% |
03.07.2024 | 1.66% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 179'388 CHF | 60'796 CHF | 97.74% | 97.74% |
02.07.2024 | 1.95% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 153'228 CHF | 52'076 CHF | 99.28% | 99.28% |