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 | 264'054 CHF | 89'518 CHF | 99.15% | 99.15% |
12.07.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'636 CHF | 88'379 CHF | 99.22% | 99.22% |
11.07.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 298'185 CHF | 100'895 CHF | 98.09% | 98.09% |
10.07.2024 | 1.44% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 309'581 CHF | 104'694 CHF | 99.22% | 99.22% |
09.07.2024 | 1.43% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'656 CHF | 105'719 CHF | 99.23% | 99.23% |
08.07.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'446 CHF | 103'982 CHF | 99.21% | 99.21% |
05.07.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 313'692 CHF | 106'064 CHF | 99.22% | 99.22% |
04.07.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'020 CHF | 105'507 CHF | 99.23% | 99.23% |
03.07.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'062 CHF | 110'854 CHF | 99.21% | 99.21% |
02.07.2024 | 1.47% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'381 CHF | 102'627 CHF | 99.22% | 99.22% |