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% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'377 CHF | 111'292 CHF | 92.45% | 92.45% |
12.07.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'544 CHF | 110'681 CHF | 94.99% | 94.99% |
11.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'535 CHF | 105'012 CHF | 92.71% | 92.71% |
10.07.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'170 CHF | 100'557 CHF | 91.22% | 91.22% |
09.07.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 294'994 CHF | 99'831 CHF | 94.91% | 94.91% |
08.07.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 304'857 CHF | 103'119 CHF | 90.16% | 90.16% |
05.07.2024 | 1.48% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'511 CHF | 102'004 CHF | 93.21% | 93.21% |
04.07.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'110 CHF | 101'870 CHF | 87.27% | 87.27% |
03.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 284'926 CHF | 96'475 CHF | 96.20% | 96.20% |
02.07.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'639 CHF | 94'046 CHF | 97.34% | 97.34% |