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 | 1.06% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'704 CHF | 95'235 CHF | 92.67% | 92.67% |
12.07.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'215 CHF | 94'738 CHF | 94.76% | 94.76% |
11.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 402'060 CHF | 135'520 CHF | 92.71% | 92.71% |
10.07.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 385'589 CHF | 130'030 CHF | 91.19% | 91.19% |
09.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 382'620 CHF | 129'040 CHF | 94.89% | 94.89% |
08.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 394'794 CHF | 133'098 CHF | 90.09% | 90.09% |
05.07.2024 | 1.15% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 389'881 CHF | 131'460 CHF | 93.12% | 93.12% |
04.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 388'357 CHF | 130'952 CHF | 87.24% | 87.24% |
03.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 368'552 CHF | 124'351 CHF | 96.01% | 96.01% |
02.07.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'200 CHF | 120'900 CHF | 97.35% | 97.35% |