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 | 1.69% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'134 CHF | 89'545 CHF | 99.39% | 99.39% |
12.07.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 274'034 CHF | 92'845 CHF | 99.34% | 99.34% |
11.07.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'005 CHF | 85'835 CHF | 99.31% | 99.31% |
10.07.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'489 CHF | 88'996 CHF | 99.35% | 99.35% |
09.07.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 269'737 CHF | 91'412 CHF | 99.39% | 99.39% |
08.07.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'887 CHF | 106'796 CHF | 99.38% | 99.38% |
05.07.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'932 CHF | 111'144 CHF | 99.36% | 99.36% |
04.07.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'031 CHF | 110'510 CHF | 99.36% | 99.36% |
03.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 309'354 CHF | 104'618 CHF | 99.29% | 99.29% |
02.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'727 CHF | 98'409 CHF | 99.28% | 99.28% |