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 | 1.34% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'473 CHF | 112'991 CHF | 98.90% | 98.90% |
12.07.2024 | 1.41% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'858 CHF | 107'453 CHF | 98.97% | 98.97% |
11.07.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 387'317 CHF | 131'106 CHF | 99.00% | 99.00% |
10.07.2024 | 1.64% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 362'736 CHF | 122'912 CHF | 99.18% | 99.18% |
09.07.2024 | 1.64% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 363'099 CHF | 123'033 CHF | 99.06% | 99.06% |
08.07.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 398'727 CHF | 134'909 CHF | 99.08% | 99.08% |
05.07.2024 | 1.43% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 416'169 CHF | 140'723 CHF | 99.03% | 99.03% |
04.07.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 394'238 CHF | 133'413 CHF | 99.05% | 99.05% |
03.07.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 382'935 CHF | 129'645 CHF | 99.08% | 99.08% |
02.07.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 374'463 CHF | 126'821 CHF | 99.18% | 99.18% |