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 | 1.03% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 338'280 | 112'760 | 325'688 CHF | 109'690 CHF | 99.38% | 99.38% |
12.07.2024 | 1.10% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 407'259 CHF | 137'253 CHF | 99.38% | 99.38% |
11.07.2024 | 1.17% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'060 CHF | 129'520 CHF | 99.38% | 99.38% |
10.07.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'846 CHF | 120'115 CHF | 99.37% | 99.37% |
09.07.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'901 CHF | 124'134 CHF | 99.38% | 99.38% |
08.07.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'100 CHF | 86'367 CHF | 99.38% | 99.38% |
05.07.2024 | 1.06% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'224 CHF | 94'741 CHF | 99.38% | 99.38% |
04.07.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'271 CHF | 90'091 CHF | 98.59% | 98.59% |
03.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 254'152 CHF | 85'717 CHF | 99.37% | 99.37% |
02.07.2024 | 1.36% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 220'038 CHF | 74'346 CHF | 99.38% | 99.38% |