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 | 1.51% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 295'618 CHF | 100'039 CHF | 92.77% | 92.77% |
12.07.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'888 CHF | 99'129 CHF | 94.79% | 94.79% |
11.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'203 CHF | 93'568 CHF | 92.72% | 92.72% |
10.07.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'304 CHF | 88'935 CHF | 91.20% | 91.20% |
09.07.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'216 CHF | 88'239 CHF | 94.97% | 94.97% |
08.07.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'186 CHF | 91'562 CHF | 90.26% | 90.26% |
05.07.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 267'165 CHF | 90'555 CHF | 93.20% | 93.20% |
04.07.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'696 CHF | 90'065 CHF | 87.26% | 87.26% |
03.07.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'836 CHF | 84'445 CHF | 96.02% | 96.02% |
02.07.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'375 CHF | 81'959 CHF | 97.39% | 97.39% |