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 | 1.60% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'078 CHF | 94'526 CHF | 99.27% | 99.27% |
12.07.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'728 CHF | 99'076 CHF | 99.27% | 99.27% |
11.07.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'250 CHF | 108'250 CHF | 99.27% | 99.27% |
10.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 319'322 CHF | 107'941 CHF | 99.27% | 99.27% |
09.07.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 313'748 CHF | 106'083 CHF | 99.27% | 99.27% |
08.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'838 CHF | 111'446 CHF | 99.21% | 99.21% |
05.07.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 396'164 | 132'055 | 302'892 CHF | 102'284 CHF | 99.27% | 99.27% |
04.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 338'666 CHF | 114'389 CHF | 99.27% | 99.27% |
03.07.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'964 CHF | 114'155 CHF | 99.27% | 99.27% |
02.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'975 CHF | 111'158 CHF | 99.27% | 99.27% |