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 | 1.09% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'812 CHF | 91'937 CHF | 96.72% | 96.72% |
12.07.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 269'214 CHF | 90'738 CHF | 99.10% | 99.10% |
11.07.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 271'265 CHF | 91'422 CHF | 99.06% | 99.06% |
10.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 259'209 CHF | 87'403 CHF | 96.61% | 96.61% |
09.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'293 CHF | 86'431 CHF | 98.07% | 98.07% |
08.07.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 309'742 | 103'247 | 249'398 CHF | 84'165 CHF | 98.80% | 98.80% |
05.07.2024 | 1.35% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 331'280 CHF | 111'927 CHF | 94.94% | 94.94% |
04.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 335'243 CHF | 113'248 CHF | 98.65% | 98.65% |
03.07.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'261 CHF | 110'920 CHF | 99.15% | 99.15% |
02.07.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 436'950 | 145'650 | 325'287 CHF | 109'885 CHF | 98.63% | 98.63% |