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 | 1.49% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 199'450 CHF | 67'483 CHF | 99.17% | 99.17% |
12.07.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 208'728 CHF | 70'576 CHF | 99.24% | 99.24% |
11.07.2024 | 1.36% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 219'844 CHF | 74'281 CHF | 90.53% | 90.53% |
10.07.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 211'953 CHF | 71'651 CHF | 97.49% | 97.49% |
09.07.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 207'970 CHF | 70'324 CHF | 98.69% | 98.69% |
08.07.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 209'909 CHF | 70'970 CHF | 98.54% | 98.54% |
05.07.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 182'713 CHF | 61'905 CHF | 92.03% | 92.03% |
04.07.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'949 CHF | 62'983 CHF | 99.06% | 99.06% |
03.07.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 179'058 CHF | 60'686 CHF | 95.39% | 95.39% |
02.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'578 CHF | 57'859 CHF | 95.13% | 95.13% |