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 | 1.39% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 214'226 CHF | 72'409 CHF | 99.59% | 99.59% |
12.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'265 CHF | 76'755 CHF | 99.58% | 99.58% |
11.07.2024 | 1.23% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'832 CHF | 82'277 CHF | 93.78% | 93.78% |
10.07.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 231'682 CHF | 78'227 CHF | 98.49% | 98.49% |
09.07.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 225'456 CHF | 76'152 CHF | 99.03% | 99.03% |
08.07.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 229'024 CHF | 77'342 CHF | 99.58% | 99.58% |
05.07.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 190'363 CHF | 64'454 CHF | 88.85% | 88.85% |
04.07.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 195'127 CHF | 66'042 CHF | 99.20% | 99.20% |
03.07.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'267 CHF | 62'756 CHF | 97.73% | 97.73% |
02.07.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'504 CHF | 59'168 CHF | 95.41% | 95.41% |