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 | 1.13% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 397'880 CHF | 134'127 CHF | 93.33% | 93.33% |
12.07.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 365'758 CHF | 123'419 CHF | 94.23% | 94.23% |
11.07.2024 | 1.39% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'806 CHF | 109'102 CHF | 90.58% | 90.58% |
10.07.2024 | 1.52% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 293'585 CHF | 99'362 CHF | 87.07% | 87.07% |
09.07.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'863 CHF | 96'788 CHF | 84.57% | 84.57% |
08.07.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 306'985 CHF | 103'828 CHF | 85.99% | 85.99% |
05.07.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'606 CHF | 105'035 CHF | 91.07% | 91.07% |
04.07.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 284'950 CHF | 96'484 CHF | 80.03% | 80.03% |
03.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'368 CHF | 97'623 CHF | 91.66% | 91.66% |
02.07.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 261'039 CHF | 88'513 CHF | 96.56% | 96.56% |