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 | 1.09% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'150 CHF | 137'883 CHF | 98.92% | 98.92% |
12.07.2024 | 1.15% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 390'924 CHF | 131'808 CHF | 98.94% | 98.94% |
11.07.2024 | 1.25% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'899 CHF | 120'800 CHF | 98.98% | 98.98% |
10.07.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'332 CHF | 113'611 CHF | 99.18% | 99.18% |
09.07.2024 | 1.33% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'760 CHF | 113'753 CHF | 99.05% | 99.05% |
08.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'487 CHF | 123'662 CHF | 99.07% | 99.07% |
05.07.2024 | 1.18% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 380'827 CHF | 128'442 CHF | 99.03% | 99.03% |
04.07.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 361'714 CHF | 122'071 CHF | 99.07% | 99.07% |
03.07.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'735 CHF | 118'412 CHF | 99.14% | 99.14% |
02.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 342'574 CHF | 115'691 CHF | 99.18% | 99.18% |