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 | 1.39% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'287 CHF | 108'929 CHF | 93.50% | 93.50% |
12.07.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 321'283 CHF | 108'594 CHF | 93.14% | 93.14% |
11.07.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 305'330 CHF | 103'277 CHF | 94.59% | 94.59% |
10.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 309'871 CHF | 104'790 CHF | 96.11% | 96.11% |
09.07.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'025 CHF | 110'508 CHF | 91.33% | 91.33% |
08.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'633 CHF | 109'711 CHF | 95.79% | 95.79% |
05.07.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'451 CHF | 111'317 CHF | 92.58% | 92.58% |
04.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'349 CHF | 109'950 CHF | 90.48% | 90.48% |
03.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 323'231 CHF | 109'244 CHF | 97.09% | 97.09% |
02.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'907 CHF | 113'802 CHF | 94.82% | 94.82% |