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 | 1.45% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'793 CHF | 104'098 CHF | 98.86% | 98.86% |
12.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'495 CHF | 107'665 CHF | 98.94% | 98.94% |
11.07.2024 | 1.22% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'948 CHF | 124'149 CHF | 97.89% | 97.89% |
10.07.2024 | 1.13% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 397'661 CHF | 134'054 CHF | 99.00% | 99.00% |
09.07.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 405'139 CHF | 136'546 CHF | 98.91% | 98.91% |
08.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 404'442 CHF | 136'314 CHF | 99.05% | 99.05% |
05.07.2024 | 1.14% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 393'426 CHF | 132'642 CHF | 98.50% | 98.50% |
04.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 388'412 CHF | 130'971 CHF | 99.37% | 99.37% |
03.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 386'495 CHF | 130'332 CHF | 99.09% | 99.09% |
02.07.2024 | 1.22% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'472 CHF | 123'657 CHF | 99.00% | 99.00% |