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 | 1.20% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 372'638 CHF | 125'713 CHF | 99.63% | 99.63% |
12.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 377'820 CHF | 127'440 CHF | 99.45% | 99.45% |
11.07.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'593 CHF | 123'031 CHF | 99.55% | 99.55% |
10.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 359'224 CHF | 121'241 CHF | 99.55% | 99.55% |
09.07.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 346'931 CHF | 117'144 CHF | 99.54% | 99.54% |
08.07.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 375'870 CHF | 126'790 CHF | 99.50% | 99.50% |
05.07.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 376'776 CHF | 127'092 CHF | 99.47% | 99.47% |
04.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 385'137 CHF | 129'879 CHF | 99.35% | 99.35% |
03.07.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'155 CHF | 117'552 CHF | 99.10% | 99.10% |
02.07.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 305'832 CHF | 103'444 CHF | 99.58% | 99.58% |