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 | 1.42% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'586 CHF | 106'695 CHF | 99.09% | 99.09% |
12.07.2024 | 1.57% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'416 CHF | 96'639 CHF | 99.45% | 99.45% |
11.07.2024 | 1.69% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'352 CHF | 89'617 CHF | 98.80% | 98.80% |
10.07.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'431 CHF | 83'977 CHF | 98.51% | 98.51% |
09.07.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'374 CHF | 88'958 CHF | 99.56% | 99.56% |
08.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'597 CHF | 89'699 CHF | 96.25% | 96.25% |
05.07.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'498 CHF | 94'333 CHF | 99.44% | 99.44% |
04.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'461 CHF | 97'654 CHF | 99.41% | 99.41% |
03.07.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'207 CHF | 90'902 CHF | 99.50% | 99.50% |
02.07.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'482 CHF | 91'661 CHF | 99.36% | 99.36% |