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 | 1.33% | 0.83 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'060 CHF | 113'853 CHF | 12.59% | 99.70% |
12.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'225 CHF | 117'242 CHF | 99.71% | 99.71% |
11.07.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 341'323 CHF | 115'274 CHF | 99.32% | 99.32% |
10.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'092 CHF | 107'531 CHF | 99.36% | 99.36% |
09.07.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'334 CHF | 98'278 CHF | 99.58% | 99.58% |
08.07.2024 | 1.53% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'730 CHF | 98'743 CHF | 99.23% | 99.23% |
05.07.2024 | 1.49% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 299'660 CHF | 101'387 CHF | 99.58% | 99.58% |
04.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 308'032 CHF | 104'177 CHF | 99.57% | 99.57% |
03.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'766 CHF | 100'756 CHF | 99.51% | 99.51% |
02.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'561 CHF | 94'687 CHF | 99.53% | 99.53% |