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 | 1.48% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'650 CHF | 102'050 CHF | 91.78% | 91.78% |
12.07.2024 | 1.72% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'219 CHF | 87'906 CHF | 99.36% | 99.36% |
11.07.2024 | 1.58% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'426 CHF | 95'642 CHF | 97.81% | 97.81% |
10.07.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'512 CHF | 90'004 CHF | 98.89% | 98.89% |
09.07.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'545 CHF | 86'015 CHF | 99.11% | 99.11% |
08.07.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 244'813 CHF | 83'104 CHF | 99.41% | 99.41% |
05.07.2024 | 2.12% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'206 CHF | 71'569 CHF | 93.63% | 93.63% |
04.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'632 CHF | 69'044 CHF | 98.04% | 98.04% |
03.07.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'884 CHF | 66'461 CHF | 96.00% | 96.00% |
02.07.2024 | 2.55% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 454'063 | 151'354 | 175'938 CHF | 60'160 CHF | 93.80% | 93.80% |