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 | 1.70% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'571 CHF | 89'024 CHF | 97.95% | 97.95% |
12.07.2024 | 1.54% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 289'961 CHF | 98'154 CHF | 99.08% | 99.08% |
11.07.2024 | 1.40% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'695 CHF | 107'732 CHF | 95.41% | 95.41% |
10.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'172 CHF | 110'891 CHF | 88.20% | 88.20% |
09.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 323'653 CHF | 109'384 CHF | 99.42% | 99.42% |
08.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 323'078 CHF | 109'193 CHF | 95.56% | 95.56% |
05.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'683 CHF | 109'061 CHF | 96.84% | 96.84% |
04.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 321'865 CHF | 108'788 CHF | 99.41% | 99.41% |
03.07.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'402 CHF | 107'301 CHF | 97.27% | 97.27% |
02.07.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'880 CHF | 110'127 CHF | 94.60% | 94.60% |