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 | 1.10% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 271'207 CHF | 91'402 CHF | 94.91% | 94.91% |
12.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 269'489 CHF | 90'830 CHF | 99.18% | 99.18% |
11.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 268'124 CHF | 90'375 CHF | 98.13% | 98.13% |
10.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 255'590 CHF | 86'197 CHF | 99.24% | 99.24% |
09.07.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'017 CHF | 83'339 CHF | 99.24% | 99.24% |
08.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 252'100 CHF | 85'033 CHF | 98.69% | 98.69% |
05.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'052 CHF | 83'684 CHF | 98.73% | 98.73% |
04.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 249'861 CHF | 84'287 CHF | 99.23% | 99.23% |
03.07.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 250'854 CHF | 84'618 CHF | 99.23% | 99.23% |
02.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 253'283 CHF | 85'428 CHF | 99.23% | 99.23% |