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 | 1.59% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'633 CHF | 95'044 CHF | 98.28% | 98.28% |
12.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 321'686 CHF | 108'729 CHF | 95.40% | 95.40% |
11.07.2024 | 1.49% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 300'735 CHF | 101'745 CHF | 98.57% | 98.57% |
10.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'060 CHF | 95'520 CHF | 98.44% | 98.44% |
09.07.2024 | 1.58% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'637 CHF | 96'046 CHF | 98.66% | 98.66% |
08.07.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'146 CHF | 98'549 CHF | 96.52% | 96.52% |
05.07.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 299'582 CHF | 101'361 CHF | 95.67% | 95.67% |
04.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'196 CHF | 93'565 CHF | 95.24% | 95.24% |
03.07.2024 | 1.79% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'637 CHF | 84'712 CHF | 98.21% | 98.21% |
02.07.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'254 CHF | 85'918 CHF | 98.18% | 98.18% |