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 | 1.10% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 407'285 CHF | 137'262 CHF | 99.49% | 99.49% |
12.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 406'088 CHF | 136'863 CHF | 99.45% | 99.45% |
11.07.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 401'410 CHF | 135'303 CHF | 99.30% | 99.30% |
10.07.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 379'965 CHF | 128'155 CHF | 99.34% | 99.34% |
09.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 356'418 CHF | 120'306 CHF | 99.53% | 99.53% |
08.07.2024 | 1.25% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'100 CHF | 120'867 CHF | 99.26% | 99.26% |
05.07.2024 | 1.23% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'622 CHF | 123'041 CHF | 99.52% | 99.52% |
04.07.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'876 CHF | 125'459 CHF | 99.57% | 99.57% |
03.07.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'363 CHF | 122'954 CHF | 99.56% | 99.56% |
02.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'312 CHF | 117'604 CHF | 99.58% | 99.58% |