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 | 1.76% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'441 CHF | 85'981 CHF | 99.50% | 99.50% |
12.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'947 CHF | 87'482 CHF | 99.37% | 99.37% |
11.07.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'694 CHF | 83'731 CHF | 99.52% | 99.52% |
10.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 242'729 CHF | 82'410 CHF | 99.50% | 99.50% |
09.07.2024 | 1.93% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'381 CHF | 78'627 CHF | 99.60% | 99.60% |
08.07.2024 | 1.74% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'237 CHF | 87'246 CHF | 99.58% | 99.58% |
05.07.2024 | 1.72% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'604 CHF | 88'035 CHF | 99.53% | 99.53% |
04.07.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 266'565 CHF | 90'355 CHF | 99.34% | 99.34% |
03.07.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'893 CHF | 79'798 CHF | 99.18% | 99.18% |
02.07.2024 | 2.22% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 499'638 | 166'546 | 221'602 CHF | 75'533 CHF | 99.58% | 99.58% |