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 | 1.19% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 377'004 CHF | 127'168 CHF | 99.04% | 99.04% |
12.07.2024 | 1.25% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'679 CHF | 120'726 CHF | 99.22% | 99.22% |
11.07.2024 | 1.38% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 323'998 CHF | 109'499 CHF | 98.99% | 98.99% |
10.07.2024 | 1.49% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'024 CHF | 101'841 CHF | 99.18% | 99.18% |
09.07.2024 | 1.48% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'342 CHF | 101'947 CHF | 99.05% | 99.05% |
08.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 332'759 CHF | 112'420 CHF | 99.10% | 99.10% |
05.07.2024 | 1.29% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'038 CHF | 117'179 CHF | 99.01% | 99.01% |
04.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'675 CHF | 110'392 CHF | 99.06% | 99.06% |
03.07.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'931 CHF | 106'810 CHF | 99.09% | 99.09% |
02.07.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'284 CHF | 103'928 CHF | 99.16% | 99.16% |