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 | 1.28% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 233'542 CHF | 78'847 CHF | 99.59% | 99.59% |
12.07.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'124 CHF | 82'708 CHF | 99.59% | 99.59% |
11.07.2024 | 1.16% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 318'627 | 106'209 | 273'144 CHF | 92'110 CHF | 93.78% | 93.78% |
10.07.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'962 CHF | 83'321 CHF | 98.49% | 98.49% |
09.07.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'061 CHF | 82'020 CHF | 99.03% | 99.03% |
08.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 302'888 | 100'963 | 247'091 CHF | 83'373 CHF | 99.58% | 99.58% |
05.07.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 319'954 CHF | 108'151 CHF | 89.81% | 89.81% |
04.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'540 CHF | 110'013 CHF | 99.20% | 99.20% |
03.07.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 313'520 CHF | 106'007 CHF | 97.73% | 97.73% |
02.07.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 299'277 CHF | 101'259 CHF | 95.41% | 95.41% |