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 | 1.31% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 376'049 | 125'350 | 283'397 CHF | 95'719 CHF | 99.17% | 99.17% |
12.07.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 448'904 | 149'635 | 331'621 CHF | 112'037 CHF | 99.16% | 99.16% |
11.07.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 433'633 | 144'544 | 320'650 CHF | 108'329 CHF | 99.17% | 99.17% |
10.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'104 CHF | 106'201 CHF | 99.16% | 99.16% |
09.07.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 321'972 CHF | 108'824 CHF | 99.17% | 99.17% |
08.07.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 341'459 CHF | 115'320 CHF | 99.15% | 99.15% |
05.07.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 344'152 CHF | 116'217 CHF | 99.15% | 99.15% |
04.07.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 309'955 | 103'318 | 261'067 CHF | 88'055 CHF | 99.17% | 99.17% |
03.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 424'427 | 141'476 | 342'853 CHF | 115'699 CHF | 99.15% | 99.15% |
02.07.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 449'975 | 149'992 | 353'113 CHF | 119'204 CHF | 99.16% | 99.16% |