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 | 1.74% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'120 CHF | 87'207 CHF | 98.47% | 98.47% |
12.07.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'121 CHF | 87'207 CHF | 99.06% | 99.06% |
11.07.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'016 CHF | 84'172 CHF | 97.31% | 97.31% |
10.07.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 236'056 CHF | 80'185 CHF | 98.92% | 98.92% |
09.07.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'127 CHF | 78'876 CHF | 99.10% | 99.10% |
08.07.2024 | 1.68% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 266'067 CHF | 90'189 CHF | 98.81% | 98.81% |
05.07.2024 | 1.72% | 0.57 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'280 CHF | 87'927 CHF | 99.02% | 99.02% |
04.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 261'397 CHF | 88'632 CHF | 99.41% | 99.41% |
03.07.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 240'067 CHF | 81'522 CHF | 99.42% | 99.42% |
02.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'309 CHF | 72'603 CHF | 98.86% | 98.86% |