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% | 0.63 CHF | 0.64 CHF | 400'000 | 75'000 | 400'000 | 75'000 | 251'905 CHF | 47'982 CHF | 99.38% | 99.38% |
12.07.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 400'000 | 75'000 | 400'000 | 75'000 | 239'638 CHF | 45'682 CHF | 99.38% | 99.38% |
11.07.2024 | 1.73% | 0.62 CHF | 0.63 CHF | 400'000 | 75'000 | 400'000 | 75'000 | 228'926 CHF | 43'674 CHF | 99.38% | 99.38% |
10.07.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 400'000 | 75'000 | 400'000 | 75'000 | 229'857 CHF | 43'848 CHF | 99.38% | 99.38% |
09.07.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 400'000 | 75'000 | 400'000 | 75'000 | 229'305 CHF | 43'745 CHF | 99.38% | 99.38% |
08.07.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 400'000 | 75'000 | 400'000 | 75'000 | 224'583 CHF | 42'859 CHF | 99.37% | 99.37% |
05.07.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 400'000 | 75'000 | 400'000 | 75'000 | 223'344 CHF | 42'627 CHF | 99.38% | 99.38% |
04.07.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 400'000 | 75'000 | 400'000 | 75'000 | 229'053 CHF | 43'697 CHF | 98.59% | 98.59% |
03.07.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 400'000 | 75'000 | 400'000 | 75'000 | 218'075 CHF | 41'639 CHF | 99.38% | 99.38% |
02.07.2024 | 1.96% | 0.53 CHF | 0.54 CHF | 400'000 | 75'000 | 400'000 | 75'000 | 202'412 CHF | 38'702 CHF | 99.37% | 99.37% |