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 | 1.40% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 319'519 CHF | 108'006 CHF | 99.60% | 99.60% |
12.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 333'314 CHF | 112'605 CHF | 99.59% | 99.59% |
11.07.2024 | 1.28% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 351'156 CHF | 118'552 CHF | 93.77% | 93.77% |
10.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 335'939 CHF | 113'480 CHF | 98.49% | 98.49% |
09.07.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'212 CHF | 111'237 CHF | 99.03% | 99.03% |
08.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'544 CHF | 111'348 CHF | 99.58% | 99.58% |
05.07.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'625 CHF | 98'709 CHF | 89.76% | 89.76% |
04.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'062 CHF | 100'521 CHF | 99.20% | 99.20% |
03.07.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 287'349 CHF | 97'283 CHF | 97.73% | 97.73% |
02.07.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 275'890 CHF | 93'463 CHF | 95.42% | 95.42% |