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 | 1.73% | 0.55 CHF | 0.56 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 257'278 CHF | 58'173 CHF | 99.17% | 99.17% |
12.07.2024 | 1.75% | 0.60 CHF | 0.61 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 255'700 CHF | 57'822 CHF | 99.17% | 99.17% |
11.07.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 240'858 CHF | 54'524 CHF | 99.17% | 99.17% |
10.07.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 231'915 CHF | 52'537 CHF | 99.16% | 99.16% |
09.07.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 223'781 CHF | 50'729 CHF | 99.17% | 99.17% |
08.07.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 213'792 CHF | 48'509 CHF | 99.16% | 99.16% |
05.07.2024 | 2.06% | 0.45 CHF | 0.46 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 216'646 CHF | 49'144 CHF | 99.16% | 99.16% |
04.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 208'087 CHF | 47'242 CHF | 99.16% | 99.16% |
03.07.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 198'937 CHF | 45'208 CHF | 99.17% | 99.17% |
02.07.2024 | 2.26% | 0.46 CHF | 0.47 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 196'727 CHF | 44'717 CHF | 94.21% | 94.21% |