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 | 1.37% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'431 CHF | 110'644 CHF | 99.27% | 99.27% |
12.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 344'204 CHF | 116'235 CHF | 99.27% | 99.27% |
11.07.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'928 CHF | 120'143 CHF | 99.27% | 99.27% |
10.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 343'799 CHF | 116'100 CHF | 99.27% | 99.27% |
09.07.2024 | 1.25% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'613 CHF | 121'038 CHF | 99.27% | 99.27% |
08.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'678 CHF | 125'393 CHF | 99.24% | 99.24% |
05.07.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 455'693 | 151'898 | 337'092 CHF | 113'883 CHF | 99.27% | 99.27% |
04.07.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 471'808 | 157'269 | 328'779 CHF | 111'166 CHF | 99.27% | 99.27% |
03.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 501'761 | 167'254 | 342'671 CHF | 115'896 CHF | 99.27% | 99.27% |
02.07.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 587'793 | 195'931 | 392'844 CHF | 132'907 CHF | 99.27% | 99.27% |