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 | 1.46% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 305'549 CHF | 103'350 CHF | 99.55% | 99.55% |
12.07.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 321'721 CHF | 108'740 CHF | 99.69% | 99.69% |
11.07.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'852 CHF | 102'117 CHF | 98.99% | 98.99% |
10.07.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'009 CHF | 98'170 CHF | 99.59% | 99.59% |
09.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 281'996 CHF | 95'499 CHF | 99.52% | 99.52% |
08.07.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 294'870 CHF | 99'790 CHF | 99.57% | 99.57% |
05.07.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'117 CHF | 96'539 CHF | 99.53% | 99.53% |
04.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'246 CHF | 96'582 CHF | 99.58% | 99.58% |
03.07.2024 | 1.43% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'617 CHF | 105'706 CHF | 99.54% | 99.54% |
02.07.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'808 CHF | 105'769 CHF | 99.30% | 99.30% |