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 | 1.83% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 243'579 CHF | 82'693 CHF | 98.48% | 98.48% |
12.07.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 243'805 CHF | 82'768 CHF | 99.06% | 99.06% |
11.07.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'579 CHF | 85'693 CHF | 97.31% | 97.31% |
10.07.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 263'611 CHF | 89'371 CHF | 98.92% | 98.92% |
09.07.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 267'793 CHF | 90'765 CHF | 99.10% | 99.10% |
08.07.2024 | 1.91% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'415 CHF | 79'305 CHF | 98.81% | 98.81% |
05.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'555 CHF | 82'019 CHF | 99.02% | 99.02% |
04.07.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'569 CHF | 81'356 CHF | 99.41% | 99.41% |
03.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'839 CHF | 88'446 CHF | 99.42% | 99.42% |
02.07.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'364 CHF | 96'955 CHF | 98.86% | 98.86% |