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 | 1.61% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'041 CHF | 93'847 CHF | 90.22% | 90.22% |
12.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'992 CHF | 95'831 CHF | 97.59% | 97.59% |
11.07.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 274'486 CHF | 92'995 CHF | 95.77% | 95.77% |
10.07.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'868 CHF | 92'789 CHF | 95.44% | 95.44% |
09.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'327 CHF | 89'943 CHF | 96.76% | 96.76% |
08.07.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 289'462 CHF | 97'987 CHF | 95.27% | 95.27% |
05.07.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'147 CHF | 95'882 CHF | 91.93% | 91.93% |
04.07.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'897 CHF | 93'799 CHF | 88.84% | 88.84% |
03.07.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 263'933 CHF | 89'478 CHF | 94.26% | 94.26% |
02.07.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'616 CHF | 86'372 CHF | 95.90% | 95.90% |