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% | 0.58 CHF | 0.59 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 351'552 CHF | 89'388 CHF | 99.16% | 99.16% |
12.07.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 359'966 CHF | 91'491 CHF | 99.17% | 99.17% |
11.07.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 364'459 CHF | 92'615 CHF | 99.17% | 99.17% |
10.07.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 346'139 CHF | 88'035 CHF | 99.17% | 99.17% |
09.07.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 344'553 CHF | 87'638 CHF | 99.17% | 99.17% |
08.07.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 343'857 CHF | 87'464 CHF | 99.15% | 99.15% |
05.07.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 343'473 CHF | 87'368 CHF | 99.16% | 99.16% |
04.07.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 312'576 CHF | 79'644 CHF | 99.17% | 99.17% |
03.07.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 308'312 CHF | 78'578 CHF | 99.17% | 99.17% |
02.07.2024 | 2.08% | 0.52 CHF | 0.53 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 286'145 CHF | 73'036 CHF | 99.16% | 99.16% |