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 | 1.18% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'023 CHF | 127'508 CHF | 99.49% | 99.49% |
12.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 377'108 CHF | 127'203 CHF | 99.41% | 99.41% |
11.07.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 374'032 CHF | 126'177 CHF | 99.29% | 99.29% |
10.07.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 352'992 CHF | 119'164 CHF | 99.37% | 99.37% |
09.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 467'776 | 155'925 | 343'761 CHF | 116'146 CHF | 99.56% | 99.56% |
08.07.2024 | 1.35% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'456 | 150'152 | 331'633 CHF | 112'046 CHF | 99.25% | 99.25% |
05.07.2024 | 1.32% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 474'913 | 158'304 | 357'973 CHF | 120'907 CHF | 99.54% | 99.54% |
04.07.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 346'531 CHF | 117'010 CHF | 99.58% | 99.58% |
03.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 338'436 CHF | 114'312 CHF | 99.48% | 99.48% |
02.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 597'165 | 199'055 | 428'251 CHF | 144'741 CHF | 99.55% | 99.55% |