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 | 1.19% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 375'964 CHF | 126'821 CHF | 99.13% | 99.13% |
12.07.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'742 CHF | 127'747 CHF | 98.89% | 98.89% |
11.07.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 356'337 CHF | 120'279 CHF | 99.01% | 99.01% |
10.07.2024 | 1.28% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'563 CHF | 117'688 CHF | 99.10% | 99.10% |
09.07.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 341'630 CHF | 115'377 CHF | 99.11% | 99.11% |
08.07.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 421'316 CHF | 141'939 CHF | 99.09% | 99.09% |
05.07.2024 | 1.03% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 435'054 CHF | 146'518 CHF | 98.70% | 98.70% |
04.07.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 432'929 CHF | 145'810 CHF | 98.80% | 98.80% |
03.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 419'183 CHF | 141'228 CHF | 99.06% | 99.06% |
02.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 389'144 CHF | 131'215 CHF | 99.15% | 99.15% |