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 | 1.33% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 335'912 CHF | 113'471 CHF | 97.92% | 97.92% |
12.07.2024 | 1.45% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 308'701 CHF | 104'400 CHF | 99.08% | 99.08% |
11.07.2024 | 1.59% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'687 CHF | 95'062 CHF | 95.40% | 95.40% |
10.07.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'826 CHF | 92'442 CHF | 88.20% | 88.20% |
09.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'243 CHF | 94'248 CHF | 99.42% | 99.42% |
08.07.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'436 CHF | 93'645 CHF | 95.56% | 95.56% |
05.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'687 CHF | 94'729 CHF | 96.85% | 96.85% |
04.07.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'732 CHF | 95'744 CHF | 99.41% | 99.41% |
03.07.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'783 CHF | 97'094 CHF | 97.27% | 97.27% |
02.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'011 CHF | 94'837 CHF | 94.60% | 94.60% |