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 | 1.25% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'724 CHF | 121'075 CHF | 99.71% | 99.71% |
12.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 361'705 CHF | 122'068 CHF | 97.25% | 97.25% |
11.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 385'584 CHF | 130'528 CHF | 96.24% | 96.24% |
10.07.2024 | 1.38% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 469'138 | 156'379 | 336'455 CHF | 113'715 CHF | 99.56% | 99.56% |
09.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'858 CHF | 111'119 CHF | 99.51% | 99.51% |
08.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 319'636 CHF | 108'045 CHF | 99.57% | 99.57% |
05.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 323'830 CHF | 109'443 CHF | 99.17% | 99.17% |
04.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'552 CHF | 110'351 CHF | 99.56% | 99.56% |
03.07.2024 | 1.40% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'901 | 150'300 | 319'246 CHF | 107'918 CHF | 99.39% | 99.39% |
02.07.2024 | 1.42% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 470'723 | 156'908 | 328'819 CHF | 111'175 CHF | 99.55% | 99.55% |