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 | 1.65% | 0.60 CHF | 0.61 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 210'907 CHF | 91'889 CHF | 98.86% | 98.86% |
12.07.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 209'228 CHF | 91'169 CHF | 99.26% | 99.26% |
11.07.2024 | 2.24% | 0.57 CHF | 0.58 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 155'316 CHF | 68'064 CHF | 97.91% | 97.91% |
10.07.2024 | 2.29% | 0.49 CHF | 0.50 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 151'197 CHF | 66'299 CHF | 99.21% | 99.21% |
09.07.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 150'765 CHF | 66'114 CHF | 98.23% | 98.23% |
08.07.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 147'055 CHF | 64'524 CHF | 99.20% | 99.20% |
05.07.2024 | 2.09% | 0.43 CHF | 0.44 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 165'986 CHF | 72'637 CHF | 99.20% | 99.20% |
04.07.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 169'875 CHF | 74'304 CHF | 99.23% | 99.23% |
03.07.2024 | 2.34% | 0.51 CHF | 0.52 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 148'922 CHF | 65'324 CHF | 99.12% | 99.12% |
02.07.2024 | 1.86% | 0.51 CHF | 0.52 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 186'498 CHF | 81'428 CHF | 98.87% | 98.87% |