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 | 1.68% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 354'475 CHF | 120'158 CHF | 98.50% | 98.50% |
12.07.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 367'048 CHF | 124'349 CHF | 98.85% | 98.85% |
11.07.2024 | 1.41% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 471'460 | 157'153 | 331'888 CHF | 112'201 CHF | 98.36% | 98.36% |
10.07.2024 | 1.31% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 341'139 CHF | 115'213 CHF | 99.07% | 99.07% |
09.07.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'636 CHF | 117'712 CHF | 98.73% | 98.73% |
08.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'059 CHF | 117'520 CHF | 99.08% | 99.08% |
05.07.2024 | 1.32% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'903 CHF | 114'134 CHF | 98.54% | 98.54% |
04.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 333'814 CHF | 112'771 CHF | 99.37% | 99.37% |
03.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 332'019 CHF | 112'173 CHF | 99.15% | 99.15% |
02.07.2024 | 1.41% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'974 CHF | 106'825 CHF | 98.95% | 98.95% |