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 | 1.51% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 295'741 CHF | 100'080 CHF | 98.75% | 98.75% |
12.07.2024 | 1.43% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'507 CHF | 105'669 CHF | 98.81% | 98.81% |
11.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'166 CHF | 104'889 CHF | 98.83% | 98.83% |
10.07.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'695 CHF | 107'732 CHF | 98.76% | 98.76% |
09.07.2024 | 1.42% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'672 CHF | 106'391 CHF | 98.77% | 98.77% |
08.07.2024 | 1.55% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'961 CHF | 97'821 CHF | 98.80% | 98.80% |
05.07.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'784 CHF | 98'761 CHF | 98.73% | 98.73% |
04.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 333'973 CHF | 112'824 CHF | 98.75% | 98.75% |
03.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 343'719 CHF | 116'073 CHF | 98.82% | 98.82% |
02.07.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'453 CHF | 123'651 CHF | 98.72% | 98.72% |