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 | 1.25% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 238'345 CHF | 80'448 CHF | 92.12% | 92.12% |
12.07.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 233'986 CHF | 78'996 CHF | 94.00% | 94.00% |
11.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 241'359 CHF | 81'453 CHF | 93.66% | 93.66% |
10.07.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 240'541 CHF | 81'180 CHF | 87.73% | 87.73% |
09.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'753 CHF | 83'584 CHF | 93.78% | 93.78% |
08.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'852 CHF | 79'951 CHF | 89.68% | 89.68% |
05.07.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'022 CHF | 79'341 CHF | 98.70% | 98.70% |
04.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 252'565 CHF | 85'188 CHF | 86.02% | 86.02% |
03.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 257'097 CHF | 86'699 CHF | 94.48% | 94.48% |
02.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 264'237 CHF | 89'079 CHF | 95.02% | 95.02% |