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 | 1.36% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'678 CHF | 110'726 CHF | 98.46% | 98.46% |
12.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'752 CHF | 110'751 CHF | 99.05% | 99.05% |
11.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'509 CHF | 113'670 CHF | 97.30% | 97.30% |
10.07.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'325 CHF | 117'275 CHF | 98.93% | 98.93% |
09.07.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 351'401 CHF | 118'634 CHF | 99.10% | 99.10% |
08.07.2024 | 1.41% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'008 CHF | 107'169 CHF | 98.81% | 98.81% |
05.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'293 CHF | 109'931 CHF | 99.02% | 99.02% |
04.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 323'439 CHF | 109'313 CHF | 99.41% | 99.41% |
03.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 344'524 CHF | 116'341 CHF | 99.42% | 99.42% |
02.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 369'885 CHF | 124'795 CHF | 98.86% | 98.86% |