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 | 1.61% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'070 CHF | 93'857 CHF | 94.81% | 94.81% |
12.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'415 CHF | 95'972 CHF | 99.19% | 99.19% |
11.07.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 287'534 CHF | 97'345 CHF | 98.06% | 98.06% |
10.07.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'020 CHF | 107'507 CHF | 99.33% | 99.33% |
09.07.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'398 CHF | 112'966 CHF | 99.37% | 99.37% |
08.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 321'649 CHF | 108'716 CHF | 98.73% | 98.73% |
05.07.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 332'457 CHF | 112'319 CHF | 98.76% | 98.76% |
04.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'383 CHF | 111'294 CHF | 99.37% | 99.37% |
03.07.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'315 CHF | 111'272 CHF | 99.17% | 99.17% |
02.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'183 CHF | 110'228 CHF | 99.20% | 99.20% |