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 | 1.56% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'446 CHF | 96'649 CHF | 99.71% | 99.71% |
12.07.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'741 CHF | 102'080 CHF | 99.69% | 99.69% |
11.07.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'161 CHF | 94'887 CHF | 99.05% | 99.05% |
10.07.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'766 CHF | 90'089 CHF | 99.58% | 99.58% |
09.07.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'512 CHF | 87'337 CHF | 99.55% | 99.55% |
08.07.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'410 CHF | 91'637 CHF | 99.56% | 99.56% |
05.07.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'946 CHF | 88'149 CHF | 99.58% | 99.58% |
04.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'846 CHF | 88'115 CHF | 99.56% | 99.56% |
03.07.2024 | 1.54% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'621 CHF | 98'374 CHF | 99.51% | 99.51% |
02.07.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'526 CHF | 98'342 CHF | 99.27% | 99.27% |