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 | 1.19% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 249'716 CHF | 84'239 CHF | 90.11% | 90.11% |
12.07.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 254'635 CHF | 85'878 CHF | 97.48% | 97.48% |
11.07.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 390'549 | 130'183 | 321'922 CHF | 108'609 CHF | 95.78% | 95.78% |
10.07.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 446'638 | 148'879 | 368'667 CHF | 124'378 CHF | 95.45% | 95.45% |
09.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 361'563 CHF | 122'021 CHF | 96.72% | 96.72% |
08.07.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 326'106 | 108'702 | 280'705 CHF | 94'655 CHF | 95.12% | 95.12% |
05.07.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 433'785 | 144'595 | 367'198 CHF | 123'845 CHF | 91.96% | 91.96% |
04.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'882 CHF | 126'127 CHF | 88.84% | 88.84% |
03.07.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'142 CHF | 120'547 CHF | 94.24% | 94.24% |
02.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'443 CHF | 117'648 CHF | 95.92% | 95.92% |