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 | 1.73% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'297 CHF | 87'599 CHF | 99.27% | 99.27% |
12.07.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 269'701 CHF | 91'400 CHF | 99.27% | 99.27% |
11.07.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'009 CHF | 92'503 CHF | 99.27% | 99.27% |
10.07.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'793 CHF | 87'431 CHF | 99.27% | 99.27% |
09.07.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'116 CHF | 89'872 CHF | 99.27% | 99.27% |
08.07.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'862 CHF | 84'787 CHF | 99.24% | 99.24% |
05.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 242'157 CHF | 82'219 CHF | 99.27% | 99.27% |
04.07.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 266'929 CHF | 90'476 CHF | 99.27% | 99.27% |
03.07.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'824 CHF | 89'775 CHF | 99.27% | 99.27% |
02.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'589 CHF | 88'363 CHF | 99.27% | 99.27% |