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 | 1.39% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'460 CHF | 108'987 CHF | 95.65% | 95.65% |
12.07.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'997 CHF | 117'832 CHF | 99.32% | 99.32% |
11.07.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 386'394 CHF | 130'298 CHF | 98.23% | 98.23% |
10.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'692 CHF | 124'064 CHF | 96.12% | 96.12% |
09.07.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'650 CHF | 125'383 CHF | 96.96% | 96.96% |
08.07.2024 | 1.31% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 342'167 CHF | 115'556 CHF | 93.55% | 93.55% |
05.07.2024 | 1.24% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 361'465 CHF | 121'988 CHF | 96.10% | 96.10% |
04.07.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'642 CHF | 124'047 CHF | 99.56% | 99.56% |
03.07.2024 | 1.27% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 352'766 CHF | 119'089 CHF | 98.90% | 98.90% |
02.07.2024 | 1.37% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'182 CHF | 110'227 CHF | 99.51% | 99.51% |