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 | 1.43% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 207'921 CHF | 70'307 CHF | 99.59% | 99.59% |
12.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 218'808 CHF | 73'936 CHF | 99.58% | 99.58% |
11.07.2024 | 1.29% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 307'008 | 102'336 | 237'149 CHF | 80'073 CHF | 93.78% | 93.78% |
10.07.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 221'717 CHF | 74'906 CHF | 98.49% | 98.49% |
09.07.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 217'200 CHF | 73'400 CHF | 99.03% | 99.03% |
08.07.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 218'680 CHF | 73'893 CHF | 99.58% | 99.58% |
05.07.2024 | 1.60% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'654 CHF | 94'718 CHF | 89.80% | 89.80% |
04.07.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'179 CHF | 96'560 CHF | 99.20% | 99.20% |
03.07.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'347 CHF | 92'616 CHF | 97.73% | 97.73% |
02.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'715 CHF | 88'405 CHF | 95.40% | 95.40% |