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 | 1.31% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 453'529 CHF | 153'176 CHF | 98.67% | 98.67% |
12.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 431'663 CHF | 145'888 CHF | 98.83% | 98.83% |
11.07.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 447'859 CHF | 151'286 CHF | 98.86% | 98.86% |
10.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 444'762 CHF | 150'254 CHF | 98.74% | 98.74% |
09.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 443'279 CHF | 149'760 CHF | 98.79% | 98.79% |
08.07.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 428'513 CHF | 144'838 CHF | 98.74% | 98.74% |
05.07.2024 | 1.54% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 388'092 CHF | 131'364 CHF | 98.77% | 98.77% |
04.07.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 388'741 CHF | 131'580 CHF | 98.74% | 98.74% |
03.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 376'332 CHF | 127'444 CHF | 98.83% | 98.83% |
02.07.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 433'818 CHF | 146'606 CHF | 98.71% | 98.71% |