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 | 1.66% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'503 CHF | 91'001 CHF | 94.82% | 94.82% |
12.07.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 274'724 CHF | 93'075 CHF | 99.29% | 99.29% |
11.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'856 CHF | 94'452 CHF | 98.15% | 98.15% |
10.07.2024 | 1.44% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'238 CHF | 104'913 CHF | 99.36% | 99.36% |
09.07.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'823 CHF | 111'108 CHF | 99.39% | 99.39% |
08.07.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'976 CHF | 106'825 CHF | 98.70% | 98.70% |
05.07.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'156 CHF | 110'885 CHF | 98.83% | 98.83% |
04.07.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'184 CHF | 109'895 CHF | 99.37% | 99.37% |
03.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'532 CHF | 110'011 CHF | 99.28% | 99.28% |
02.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'293 CHF | 108'931 CHF | 99.21% | 99.21% |