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 | 1.30% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 344'876 CHF | 116'459 CHF | 95.49% | 95.49% |
12.07.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'417 CHF | 122'972 CHF | 99.38% | 99.38% |
11.07.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 396'053 CHF | 133'518 CHF | 98.35% | 98.35% |
10.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 382'156 CHF | 128'886 CHF | 96.14% | 96.14% |
09.07.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 385'055 CHF | 129'852 CHF | 97.00% | 97.00% |
08.07.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 360'191 CHF | 121'564 CHF | 93.55% | 93.55% |
05.07.2024 | 1.20% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'788 CHF | 126'096 CHF | 96.06% | 96.06% |
04.07.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 377'947 CHF | 127'482 CHF | 99.58% | 99.58% |
03.07.2024 | 1.21% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 370'426 CHF | 124'975 CHF | 98.93% | 98.93% |
02.07.2024 | 1.29% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'854 CHF | 117'451 CHF | 99.51% | 99.51% |