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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 293'022 CHF | 99'174 CHF | 98.86% | 98.86% |
11.07.2024 | 1.17% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 383'721 CHF | 129'407 CHF | 97.95% | 97.95% |
10.07.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 380'783 CHF | 128'428 CHF | 98.99% | 98.99% |
09.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'345 CHF | 129'615 CHF | 98.81% | 98.81% |
08.07.2024 | 1.09% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'608 CHF | 138'036 CHF | 98.97% | 98.97% |
05.07.2024 | 1.41% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'580 CHF | 107'693 CHF | 98.74% | 98.74% |
04.07.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 308'920 CHF | 104'473 CHF | 99.37% | 99.37% |
03.07.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 311'060 CHF | 105'187 CHF | 99.34% | 99.34% |
02.07.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 284'960 CHF | 96'487 CHF | 98.98% | 98.98% |
01.07.2024 | 1.53% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'174 CHF | 98'891 CHF | 99.16% | 99.16% |