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 | 1.70% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 261'855 CHF | 88'785 CHF | 92.72% | 92.72% |
12.07.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'073 CHF | 88'191 CHF | 94.95% | 94.95% |
11.07.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 244'823 CHF | 83'108 CHF | 92.70% | 92.70% |
10.07.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'415 CHF | 78'972 CHF | 91.28% | 91.28% |
09.07.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 230'749 CHF | 78'416 CHF | 94.96% | 94.96% |
08.07.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'678 CHF | 81'393 CHF | 90.16% | 90.16% |
05.07.2024 | 1.88% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'154 CHF | 80'551 CHF | 93.24% | 93.24% |
04.07.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'204 CHF | 80'568 CHF | 87.26% | 87.26% |
03.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 222'296 CHF | 75'599 CHF | 96.10% | 96.10% |
02.07.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 216'354 CHF | 73'618 CHF | 97.35% | 97.35% |