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 | 1.28% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'478 CHF | 117'659 CHF | 98.47% | 98.47% |
12.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'360 CHF | 117'620 CHF | 99.06% | 99.06% |
11.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'046 CHF | 114'515 CHF | 97.30% | 97.30% |
10.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'809 CHF | 110'436 CHF | 98.92% | 98.92% |
09.07.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 323'000 CHF | 109'167 CHF | 99.10% | 99.10% |
08.07.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 356'794 CHF | 120'431 CHF | 98.81% | 98.81% |
05.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'194 CHF | 118'231 CHF | 99.02% | 99.02% |
04.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 352'373 CHF | 118'958 CHF | 99.41% | 99.41% |
03.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 330'797 CHF | 111'766 CHF | 99.41% | 99.41% |
02.07.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'802 CHF | 102'767 CHF | 98.86% | 98.86% |