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 | 1.66% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 269'300 CHF | 91'267 CHF | 99.30% | 99.30% |
12.07.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'184 CHF | 89'895 CHF | 99.34% | 99.34% |
11.07.2024 | 1.64% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'550 CHF | 92'350 CHF | 98.09% | 98.09% |
10.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 263'743 CHF | 89'414 CHF | 99.35% | 99.35% |
09.07.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'189 CHF | 92'230 CHF | 99.39% | 99.39% |
08.07.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'133 CHF | 87'878 CHF | 99.25% | 99.25% |
05.07.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 243'179 CHF | 82'560 CHF | 98.53% | 98.53% |
04.07.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'112 CHF | 83'537 CHF | 99.37% | 99.37% |
03.07.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'204 CHF | 83'568 CHF | 99.24% | 99.24% |
02.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'643 CHF | 78'714 CHF | 99.28% | 99.28% |