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 | 1.08% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 415'874 CHF | 140'125 CHF | 93.38% | 93.38% |
12.07.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 388'883 CHF | 131'128 CHF | 94.38% | 94.38% |
11.07.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 470'005 CHF | 158'668 CHF | 90.56% | 90.56% |
10.07.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 440'420 CHF | 148'807 CHF | 87.08% | 87.08% |
09.07.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 427'680 CHF | 144'560 CHF | 84.50% | 84.50% |
08.07.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 451'649 CHF | 152'550 CHF | 85.98% | 85.98% |
05.07.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 458'492 CHF | 154'830 CHF | 91.20% | 91.20% |
04.07.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 429'786 CHF | 145'262 CHF | 80.02% | 80.02% |
03.07.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 433'865 CHF | 146'622 CHF | 91.68% | 91.68% |
02.07.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 403'429 CHF | 136'476 CHF | 96.55% | 96.55% |