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 | 1.88% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 236'762 CHF | 80'421 CHF | 93.45% | 93.45% |
12.07.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 236'536 CHF | 80'345 CHF | 93.18% | 93.18% |
11.07.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 224'392 CHF | 76'297 CHF | 94.60% | 94.60% |
10.07.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'289 CHF | 79'263 CHF | 96.10% | 96.10% |
09.07.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'875 CHF | 84'792 CHF | 91.37% | 91.37% |
08.07.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'810 CHF | 84'770 CHF | 95.76% | 95.76% |
05.07.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 255'541 CHF | 86'680 CHF | 92.51% | 92.51% |
04.07.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'921 CHF | 85'474 CHF | 90.47% | 90.47% |
03.07.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 250'448 CHF | 84'983 CHF | 96.97% | 96.97% |
02.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 263'652 CHF | 89'384 CHF | 94.81% | 94.81% |