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 | 2.01% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 222'104 CHF | 75'535 CHF | 97.95% | 97.95% |
12.07.2024 | 1.79% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'510 CHF | 84'670 CHF | 99.08% | 99.08% |
11.07.2024 | 1.61% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'379 CHF | 94'293 CHF | 95.39% | 95.39% |
10.07.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 287'672 CHF | 97'391 CHF | 88.20% | 88.20% |
09.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'159 CHF | 95'886 CHF | 99.41% | 99.41% |
08.07.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'609 CHF | 95'703 CHF | 95.56% | 95.56% |
05.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'186 CHF | 95'562 CHF | 96.84% | 96.84% |
04.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 281'221 CHF | 95'240 CHF | 99.41% | 99.41% |
03.07.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'874 CHF | 93'791 CHF | 97.27% | 97.27% |
02.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'048 CHF | 96'516 CHF | 94.60% | 94.60% |