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 | 1.36% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'807 CHF | 111'436 CHF | 98.75% | 98.75% |
12.07.2024 | 1.43% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 313'496 CHF | 105'999 CHF | 98.82% | 98.82% |
11.07.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'256 CHF | 106'585 CHF | 98.83% | 98.83% |
10.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 305'990 CHF | 103'497 CHF | 98.74% | 98.74% |
09.07.2024 | 1.44% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'023 CHF | 104'841 CHF | 98.77% | 98.77% |
08.07.2024 | 1.33% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 335'060 CHF | 113'187 CHF | 98.80% | 98.80% |
05.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'384 CHF | 112'961 CHF | 98.73% | 98.73% |
04.07.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'845 CHF | 99'115 CHF | 98.75% | 98.75% |
03.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'754 CHF | 95'751 CHF | 98.83% | 98.83% |
02.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'493 CHF | 87'665 CHF | 98.71% | 98.71% |