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 | 1.17% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 301'026 | 100'342 | 254'867 CHF | 85'959 CHF | 99.38% | 99.38% |
12.07.2024 | 1.20% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'099 CHF | 83'700 CHF | 99.38% | 99.38% |
11.07.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 412'841 | 137'614 | 309'984 CHF | 104'704 CHF | 99.38% | 99.38% |
10.07.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 331'412 CHF | 111'971 CHF | 99.37% | 99.37% |
09.07.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 342'979 CHF | 115'826 CHF | 99.38% | 99.38% |
08.07.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'634 CHF | 117'378 CHF | 99.38% | 99.38% |
05.07.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 359'596 CHF | 121'365 CHF | 99.37% | 99.37% |
04.07.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 340'118 CHF | 114'873 CHF | 98.59% | 98.59% |
03.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'422 CHF | 113'974 CHF | 99.37% | 99.37% |
02.07.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'174 CHF | 106'225 CHF | 99.38% | 99.38% |