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 | 1.42% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'788 CHF | 106'763 CHF | 99.01% | 99.01% |
12.07.2024 | 1.55% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'419 CHF | 97'640 CHF | 99.70% | 99.70% |
11.07.2024 | 1.66% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'612 CHF | 91'037 CHF | 98.76% | 98.76% |
10.07.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 255'511 CHF | 86'670 CHF | 98.50% | 98.50% |
09.07.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 267'793 CHF | 90'764 CHF | 99.54% | 99.54% |
08.07.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'416 CHF | 90'972 CHF | 96.24% | 96.24% |
05.07.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'802 CHF | 94'434 CHF | 99.49% | 99.49% |
04.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'095 CHF | 97'532 CHF | 99.41% | 99.41% |
03.07.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 269'498 CHF | 91'333 CHF | 99.47% | 99.47% |
02.07.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'650 CHF | 91'717 CHF | 99.39% | 99.39% |