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 | 1.78% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 250'447 CHF | 84'982 CHF | 99.27% | 99.27% |
12.07.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 240'607 CHF | 81'703 CHF | 99.27% | 99.27% |
11.07.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 221'604 CHF | 75'368 CHF | 99.27% | 99.27% |
10.07.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'091 CHF | 72'530 CHF | 99.27% | 99.27% |
09.07.2024 | 1.95% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'674 CHF | 77'725 CHF | 99.27% | 99.27% |
08.07.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 229'962 CHF | 78'154 CHF | 99.21% | 99.21% |
05.07.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 235'875 CHF | 80'125 CHF | 99.26% | 99.26% |
04.07.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 216'438 CHF | 73'646 CHF | 99.27% | 99.27% |
03.07.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 198'223 CHF | 67'574 CHF | 99.27% | 99.27% |
02.07.2024 | 2.45% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'802 CHF | 62'101 CHF | 99.27% | 99.27% |