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 | 1.28% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'050 CHF | 117'517 CHF | 99.19% | 99.19% |
12.07.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 344'179 CHF | 116'226 CHF | 99.26% | 99.26% |
11.07.2024 | 1.20% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 372'947 CHF | 125'816 CHF | 99.23% | 99.23% |
10.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 382'200 CHF | 128'900 CHF | 99.23% | 99.23% |
09.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 387'092 CHF | 130'531 CHF | 87.70% | 87.70% |
08.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 382'561 CHF | 129'020 CHF | 99.21% | 99.21% |
05.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 383'396 CHF | 129'299 CHF | 99.20% | 99.20% |
04.07.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 383'978 CHF | 129'493 CHF | 99.23% | 99.23% |
03.07.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 394'046 CHF | 132'849 CHF | 99.23% | 99.23% |
02.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'562 CHF | 135'021 CHF | 99.23% | 99.23% |