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 | 1.46% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 305'145 CHF | 103'215 CHF | 99.38% | 99.38% |
12.07.2024 | 1.50% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'897 CHF | 100'799 CHF | 99.37% | 99.37% |
11.07.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'470 CHF | 96'990 CHF | 99.37% | 99.37% |
10.07.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'101 CHF | 91'534 CHF | 99.37% | 99.37% |
09.07.2024 | 1.60% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'807 CHF | 94'436 CHF | 99.37% | 99.37% |
08.07.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'813 CHF | 95'104 CHF | 99.38% | 99.38% |
05.07.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'092 CHF | 103'864 CHF | 99.38% | 99.38% |
04.07.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'925 CHF | 102'142 CHF | 98.59% | 98.59% |
03.07.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'032 CHF | 96'511 CHF | 99.38% | 99.38% |
02.07.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 256'447 CHF | 86'982 CHF | 99.37% | 99.37% |