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 | 1.27% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'407 CHF | 79'469 CHF | 99.17% | 99.17% |
12.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'267 CHF | 76'756 CHF | 99.23% | 99.23% |
11.07.2024 | 1.38% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 216'935 CHF | 73'312 CHF | 90.53% | 90.53% |
10.07.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 225'428 CHF | 76'143 CHF | 97.49% | 97.49% |
09.07.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 229'690 CHF | 77'563 CHF | 98.69% | 98.69% |
08.07.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 226'774 CHF | 76'591 CHF | 98.54% | 98.54% |
05.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 255'724 CHF | 86'241 CHF | 92.03% | 92.03% |
04.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 254'235 CHF | 85'745 CHF | 99.05% | 99.05% |
03.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 261'621 CHF | 88'207 CHF | 95.39% | 95.39% |
02.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 271'016 CHF | 91'339 CHF | 95.11% | 95.11% |