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 | 1.58% | 0.61 CHF | 0.62 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 93'972 CHF | 31'824 CHF | 99.38% | 99.38% |
12.07.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 92'863 CHF | 31'454 CHF | 99.38% | 99.38% |
11.07.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 90'836 CHF | 30'779 CHF | 99.37% | 99.37% |
10.07.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 91'921 CHF | 31'140 CHF | 99.37% | 99.37% |
09.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 94'618 CHF | 32'039 CHF | 99.37% | 99.37% |
08.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 91'888 CHF | 31'130 CHF | 99.38% | 99.38% |
05.07.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 85'248 CHF | 28'916 CHF | 99.38% | 99.38% |
04.07.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 87'547 CHF | 29'682 CHF | 98.59% | 98.59% |
03.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 89'593 CHF | 30'364 CHF | 99.38% | 99.38% |
02.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 87'889 CHF | 29'796 CHF | 99.37% | 99.37% |