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 | 1.20% | 0.84 CHF | 0.85 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 577'940 CHF | 584'940 CHF | 100.00% | 100.00% |
12.07.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 490'995 CHF | 496'995 CHF | 100.00% | 100.00% |
11.07.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 600'000 | 600'000 | 596'699 | 596'699 | 506'998 CHF | 512'965 CHF | 100.00% | 100.00% |
10.07.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 525'387 CHF | 531'387 CHF | 100.00% | 100.00% |
09.07.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 523'672 CHF | 529'672 CHF | 100.00% | 100.00% |
08.07.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 600'000 | 600'000 | 599'728 | 599'728 | 488'975 CHF | 494'972 CHF | 100.00% | 100.00% |
05.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 600'000 | 600'000 | 598'575 | 598'575 | 482'343 CHF | 488'329 CHF | 100.00% | 100.00% |
04.07.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 490'293 CHF | 496'293 CHF | 100.00% | 100.00% |
03.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 600'000 | 600'000 | 598'539 | 598'539 | 503'417 CHF | 509'402 CHF | 100.00% | 100.00% |
02.07.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 600'000 | 600'000 | 598'704 | 598'704 | 535'991 CHF | 541'978 CHF | 100.00% | 100.00% |