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 | 1.13% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'562 CHF | 133'354 CHF | 99.38% | 99.38% |
12.07.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 374'006 CHF | 126'169 CHF | 99.38% | 99.38% |
11.07.2024 | 1.26% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 356'376 CHF | 120'292 CHF | 99.38% | 99.38% |
10.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'557 CHF | 113'019 CHF | 99.37% | 99.37% |
09.07.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 343'691 CHF | 116'064 CHF | 99.38% | 99.38% |
08.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 338'677 CHF | 114'392 CHF | 99.38% | 99.38% |
05.07.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'940 CHF | 123'813 CHF | 99.37% | 99.37% |
04.07.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 352'216 CHF | 118'905 CHF | 98.58% | 98.58% |
03.07.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'131 CHF | 114'544 CHF | 99.37% | 99.37% |
02.07.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'559 CHF | 102'686 CHF | 99.38% | 99.38% |