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 | 1.13% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 394'459 CHF | 132'986 CHF | 19.71% | 97.65% |
12.07.2024 | 1.14% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 391'866 CHF | 132'122 CHF | 46.05% | 85.17% |
11.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 401'927 CHF | 135'476 CHF | 99.03% | 99.03% |
10.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 390'336 CHF | 131'612 CHF | 99.55% | 99.55% |
09.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 393'806 CHF | 132'769 CHF | 99.52% | 99.52% |
08.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 390'430 CHF | 131'643 CHF | 91.54% | 99.57% |
05.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 385'029 CHF | 129'843 CHF | 97.30% | 99.49% |
04.07.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'109 CHF | 127'536 CHF | 69.80% | 99.56% |
03.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 396'219 CHF | 133'573 CHF | 21.56% | 99.00% |
02.07.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 402'537 CHF | 135'679 CHF | 51.62% | 99.59% |