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 | 1.76% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'902 CHF | 86'134 CHF | 98.29% | 98.29% |
12.07.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'057 CHF | 72'519 CHF | 95.43% | 95.43% |
11.07.2024 | 1.91% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'579 CHF | 79'360 CHF | 98.56% | 98.56% |
10.07.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'580 CHF | 85'360 CHF | 98.45% | 98.45% |
09.07.2024 | 1.79% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'792 CHF | 84'764 CHF | 98.66% | 98.66% |
08.07.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 242'371 CHF | 82'290 CHF | 96.52% | 96.52% |
05.07.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 235'590 CHF | 80'030 CHF | 95.65% | 95.65% |
04.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'032 CHF | 87'844 CHF | 95.24% | 95.24% |
03.07.2024 | 1.56% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'829 CHF | 96'777 CHF | 98.23% | 98.23% |
02.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'854 CHF | 95'118 CHF | 98.18% | 98.18% |