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 | 1.19% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 374'756 CHF | 126'419 CHF | 92.65% | 92.65% |
12.07.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'558 CHF | 125'353 CHF | 94.90% | 94.90% |
11.07.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 353'644 CHF | 119'381 CHF | 92.70% | 92.70% |
10.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'143 CHF | 113'548 CHF | 91.22% | 91.22% |
09.07.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 333'560 CHF | 112'687 CHF | 94.90% | 94.90% |
08.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 344'684 CHF | 116'395 CHF | 90.19% | 90.19% |
05.07.2024 | 1.31% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 340'729 CHF | 115'076 CHF | 93.19% | 93.19% |
04.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'565 CHF | 114'688 CHF | 87.26% | 87.26% |
03.07.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'840 CHF | 108'447 CHF | 96.02% | 96.02% |
02.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'472 CHF | 106'324 CHF | 97.34% | 97.34% |