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 | 1.28% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 349'311 CHF | 117'937 CHF | 99.36% | 99.36% |
12.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'493 CHF | 120'998 CHF | 99.28% | 99.28% |
11.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 335'564 CHF | 113'355 CHF | 99.23% | 99.23% |
10.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'904 CHF | 117'468 CHF | 99.33% | 99.33% |
09.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'428 CHF | 120'643 CHF | 99.40% | 99.40% |
08.07.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 411'325 CHF | 138'608 CHF | 99.37% | 99.37% |
05.07.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 427'978 CHF | 144'159 CHF | 99.34% | 99.34% |
04.07.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 426'297 CHF | 143'599 CHF | 99.36% | 99.36% |
03.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 404'124 CHF | 136'208 CHF | 99.40% | 99.40% |
02.07.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 382'461 CHF | 128'987 CHF | 99.10% | 99.10% |