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 | 1.16% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 386'194 CHF | 130'231 CHF | 93.42% | 93.42% |
12.07.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 386'017 CHF | 130'172 CHF | 95.36% | 95.36% |
11.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'487 CHF | 133'329 CHF | 97.74% | 97.74% |
10.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 408'207 CHF | 137'569 CHF | 98.60% | 98.60% |
09.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'572 CHF | 135'024 CHF | 97.48% | 97.48% |
08.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'773 CHF | 133'424 CHF | 96.10% | 96.10% |
05.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 388'390 CHF | 130'963 CHF | 97.97% | 97.97% |
04.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 390'670 CHF | 131'723 CHF | 97.65% | 97.65% |
03.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 397'349 CHF | 133'950 CHF | 97.39% | 97.39% |
02.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 413'237 CHF | 139'246 CHF | 96.84% | 96.84% |