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 | 1.14% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 395'924 | 131'975 | 346'071 CHF | 116'677 CHF | 99.60% | 99.60% |
12.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 304'908 | 101'636 | 277'894 CHF | 93'648 CHF | 99.59% | 99.59% |
11.07.2024 | 1.04% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 339'601 | 113'200 | 323'940 CHF | 109'112 CHF | 92.74% | 92.74% |
10.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 436'715 | 145'572 | 402'973 CHF | 135'780 CHF | 98.50% | 98.50% |
09.07.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 438'746 | 146'249 | 396'989 CHF | 133'792 CHF | 99.03% | 99.03% |
08.07.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 398'370 | 132'790 | 361'431 CHF | 121'805 CHF | 99.58% | 99.58% |
05.07.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'235 CHF | 122'578 CHF | 89.72% | 89.72% |
04.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 368'895 CHF | 124'465 CHF | 99.20% | 99.20% |
03.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'561 CHF | 121'020 CHF | 97.73% | 97.73% |
02.07.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 345'387 CHF | 116'629 CHF | 95.42% | 95.42% |