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 | 1.16% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 386'122 CHF | 130'207 CHF | 97.95% | 97.95% |
12.07.2024 | 1.25% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'382 CHF | 120'961 CHF | 99.08% | 99.08% |
11.07.2024 | 1.35% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 331'417 CHF | 111'972 CHF | 95.41% | 95.41% |
10.07.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'591 CHF | 109'030 CHF | 88.20% | 88.20% |
09.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'469 CHF | 110'990 CHF | 99.41% | 99.41% |
08.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'087 CHF | 110'196 CHF | 95.56% | 95.56% |
05.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'789 CHF | 111'430 CHF | 96.84% | 96.84% |
04.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 332'874 CHF | 112'458 CHF | 99.41% | 99.41% |
03.07.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'717 CHF | 114'072 CHF | 97.27% | 97.27% |
02.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 330'055 CHF | 111'518 CHF | 94.60% | 94.60% |