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 | 1.37% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'786 CHF | 110'429 CHF | 97.53% | 97.53% |
12.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'790 CHF | 110'430 CHF | 85.36% | 85.36% |
11.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 436'152 CHF | 147'384 CHF | 98.89% | 98.89% |
10.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 422'363 CHF | 142'788 CHF | 99.57% | 99.57% |
09.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 425'291 CHF | 143'764 CHF | 99.52% | 99.52% |
08.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 421'101 CHF | 142'367 CHF | 99.49% | 99.49% |
05.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 413'369 CHF | 139'790 CHF | 99.53% | 99.53% |
04.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 411'579 CHF | 139'193 CHF | 99.55% | 99.55% |
03.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 430'582 CHF | 145'527 CHF | 99.07% | 99.07% |
02.07.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 438'481 CHF | 148'160 CHF | 99.59% | 99.59% |