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 | 1.41% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'169 CHF | 107'223 CHF | 93.47% | 93.47% |
12.07.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'195 CHF | 107'232 CHF | 93.16% | 93.16% |
11.07.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'709 CHF | 102'070 CHF | 94.46% | 94.46% |
10.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'128 CHF | 104'876 CHF | 96.10% | 96.10% |
09.07.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'454 CHF | 111'318 CHF | 91.35% | 91.35% |
08.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'919 CHF | 111'140 CHF | 95.80% | 95.80% |
05.07.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'469 CHF | 112'990 CHF | 92.56% | 92.56% |
04.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 330'299 CHF | 111'600 CHF | 90.47% | 90.47% |
03.07.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'144 CHF | 110'881 CHF | 97.07% | 97.07% |
02.07.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 344'004 CHF | 116'168 CHF | 94.81% | 94.81% |