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 | 1.75% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 255'675 CHF | 86'725 CHF | 92.51% | 92.51% |
12.07.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'350 CHF | 85'950 CHF | 94.77% | 94.77% |
11.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'978 CHF | 79'826 CHF | 92.71% | 92.71% |
10.07.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'274 CHF | 74'258 CHF | 91.20% | 91.20% |
09.07.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 217'987 CHF | 74'162 CHF | 94.98% | 94.98% |
08.07.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 227'633 CHF | 77'378 CHF | 90.14% | 90.14% |
05.07.2024 | 1.99% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 223'684 CHF | 76'062 CHF | 93.19% | 93.19% |
04.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 222'521 CHF | 75'674 CHF | 87.26% | 87.26% |
03.07.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 204'466 CHF | 69'655 CHF | 96.10% | 96.10% |
02.07.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'197 CHF | 67'899 CHF | 97.39% | 97.39% |