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 | 1.23% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'655 CHF | 123'052 CHF | 98.28% | 98.28% |
12.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 405'632 CHF | 136'711 CHF | 95.40% | 95.40% |
11.07.2024 | 1.16% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'599 CHF | 129'700 CHF | 98.56% | 98.56% |
10.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 365'392 CHF | 123'297 CHF | 98.44% | 98.44% |
09.07.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'219 CHF | 123'906 CHF | 98.66% | 98.66% |
08.07.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 374'411 CHF | 126'304 CHF | 96.52% | 96.52% |
05.07.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 382'961 CHF | 129'154 CHF | 95.66% | 95.66% |
04.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 359'461 CHF | 121'320 CHF | 95.24% | 95.24% |
03.07.2024 | 1.34% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 332'748 CHF | 112'416 CHF | 98.23% | 98.23% |
02.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'391 CHF | 113'630 CHF | 98.18% | 98.18% |