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 | 1.18% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 379'782 CHF | 128'094 CHF | 99.42% | 99.42% |
12.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'696 CHF | 127'732 CHF | 99.42% | 99.42% |
11.07.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'781 CHF | 126'094 CHF | 99.31% | 99.31% |
10.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 349'898 CHF | 118'133 CHF | 99.36% | 99.36% |
09.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'678 CHF | 109'726 CHF | 99.59% | 99.59% |
08.07.2024 | 1.37% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'511 CHF | 110'337 CHF | 99.25% | 99.25% |
05.07.2024 | 1.34% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 332'903 CHF | 112'468 CHF | 99.52% | 99.52% |
04.07.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 340'319 CHF | 114'940 CHF | 99.56% | 99.56% |
03.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 330'589 CHF | 111'696 CHF | 99.50% | 99.50% |
02.07.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'278 CHF | 106'259 CHF | 99.55% | 99.55% |