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 | 1.02% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 293'195 CHF | 98'732 CHF | 96.68% | 96.68% |
12.07.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 287'980 CHF | 96'993 CHF | 98.97% | 98.97% |
11.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 289'967 CHF | 97'656 CHF | 99.06% | 99.06% |
10.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 278'054 CHF | 93'685 CHF | 96.60% | 96.60% |
09.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 275'273 CHF | 92'758 CHF | 98.06% | 98.06% |
08.07.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 306'667 | 102'222 | 266'789 CHF | 89'952 CHF | 98.76% | 98.76% |
05.07.2024 | 1.24% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 360'254 CHF | 121'585 CHF | 94.94% | 94.94% |
04.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'143 CHF | 122'881 CHF | 98.65% | 98.65% |
03.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'615 CHF | 120'705 CHF | 99.10% | 99.10% |
02.07.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 435'848 | 145'283 | 352'841 CHF | 119'067 CHF | 98.64% | 98.64% |