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 | 1.54% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 289'763 CHF | 98'088 CHF | 99.27% | 99.27% |
12.07.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'476 CHF | 102'659 CHF | 99.27% | 99.27% |
11.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 309'567 CHF | 104'689 CHF | 99.27% | 99.27% |
10.07.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 300'552 CHF | 101'684 CHF | 99.27% | 99.27% |
09.07.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'266 CHF | 103'922 CHF | 99.27% | 99.27% |
08.07.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 287'121 CHF | 97'207 CHF | 99.24% | 99.24% |
05.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'689 CHF | 94'730 CHF | 99.27% | 99.27% |
04.07.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 305'402 CHF | 103'301 CHF | 99.27% | 99.27% |
03.07.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'931 CHF | 102'810 CHF | 99.27% | 99.27% |
02.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 298'342 CHF | 100'947 CHF | 99.27% | 99.27% |