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 | 1.02% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 440'854 CHF | 148'451 CHF | 93.43% | 93.43% |
12.07.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 411'032 CHF | 138'511 CHF | 94.44% | 94.44% |
11.07.2024 | 1.21% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 370'746 CHF | 125'082 CHF | 90.59% | 90.59% |
10.07.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 345'788 CHF | 116'763 CHF | 87.08% | 87.08% |
09.07.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 335'756 CHF | 113'419 CHF | 84.42% | 84.42% |
08.07.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'581 CHF | 120'027 CHF | 85.88% | 85.88% |
05.07.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 361'104 CHF | 121'868 CHF | 91.16% | 91.16% |
04.07.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'165 CHF | 113'888 CHF | 80.00% | 80.00% |
03.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'987 CHF | 114'829 CHF | 91.75% | 91.75% |
02.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 491'828 | 163'943 | 342'336 CHF | 115'752 CHF | 96.56% | 96.56% |