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 | 1.43% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'943 CHF | 105'814 CHF | 90.15% | 90.15% |
12.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'036 CHF | 108'179 CHF | 97.58% | 97.58% |
11.07.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 311'813 CHF | 105'438 CHF | 95.80% | 95.80% |
10.07.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 311'094 CHF | 105'198 CHF | 95.45% | 95.45% |
09.07.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'855 CHF | 102'452 CHF | 96.69% | 96.69% |
08.07.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'171 CHF | 110'224 CHF | 96.24% | 96.24% |
05.07.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'593 CHF | 108'364 CHF | 91.95% | 91.95% |
04.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 316'734 CHF | 107'078 CHF | 88.83% | 88.83% |
03.07.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'989 CHF | 102'830 CHF | 94.29% | 94.29% |
02.07.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 294'892 CHF | 99'797 CHF | 95.90% | 95.90% |