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 | 1.40% | 0.71 CHF | 0.72 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 320'134 CHF | 72'141 CHF | 98.95% | 98.95% |
12.07.2024 | 1.24% | 0.84 CHF | 0.85 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 361'716 CHF | 81'381 CHF | 99.17% | 99.17% |
11.07.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 357'913 CHF | 80'536 CHF | 99.17% | 99.17% |
10.07.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 351'226 CHF | 79'050 CHF | 98.71% | 98.71% |
09.07.2024 | 1.24% | 0.76 CHF | 0.77 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 361'152 CHF | 81'256 CHF | 99.17% | 99.17% |
08.07.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 396'913 CHF | 89'203 CHF | 99.15% | 99.15% |
05.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 393'260 CHF | 88'391 CHF | 99.16% | 99.16% |
04.07.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 450'000 | 100'000 | 449'999 | 100'000 | 370'258 CHF | 83'280 CHF | 99.17% | 99.17% |
03.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 317'210 CHF | 71'491 CHF | 99.17% | 99.17% |
02.07.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 302'972 CHF | 68'327 CHF | 99.16% | 99.16% |