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 | 1.09% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'765 CHF | 138'088 CHF | 97.95% | 97.95% |
12.07.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 383'829 CHF | 129'443 CHF | 99.08% | 99.08% |
11.07.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'345 CHF | 119'948 CHF | 95.41% | 95.41% |
10.07.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'059 CHF | 117'186 CHF | 88.20% | 88.20% |
09.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 351'605 CHF | 118'702 CHF | 99.42% | 99.42% |
08.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'724 CHF | 118'408 CHF | 95.56% | 95.56% |
05.07.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'460 CHF | 119'653 CHF | 96.84% | 96.84% |
04.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'501 CHF | 120'000 CHF | 99.41% | 99.41% |
03.07.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 362'220 CHF | 122'240 CHF | 97.27% | 97.27% |
02.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'637 CHF | 119'712 CHF | 94.60% | 94.60% |