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 | 1.19% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 375'781 CHF | 126'760 CHF | 98.97% | 98.97% |
12.07.2024 | 1.30% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 344'957 CHF | 116'486 CHF | 99.41% | 99.41% |
11.07.2024 | 1.38% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 323'589 CHF | 109'363 CHF | 98.72% | 98.72% |
10.07.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'015 CHF | 103'838 CHF | 98.51% | 98.51% |
09.07.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'434 CHF | 108'978 CHF | 99.55% | 99.55% |
08.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'162 CHF | 110'221 CHF | 96.24% | 96.24% |
05.07.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'823 CHF | 114'774 CHF | 99.48% | 99.48% |
04.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'096 CHF | 117'532 CHF | 99.39% | 99.39% |
03.07.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'033 CHF | 110'844 CHF | 99.48% | 99.48% |
02.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 332'979 CHF | 112'493 CHF | 99.41% | 99.41% |