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% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'382 CHF | 87'627 CHF | 99.53% | 99.53% |
12.07.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'546 CHF | 84'682 CHF | 97.72% | 97.72% |
11.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 235'040 CHF | 79'847 CHF | 99.45% | 99.45% |
10.07.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'832 CHF | 79'111 CHF | 94.56% | 94.56% |
09.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'594 CHF | 82'031 CHF | 99.15% | 99.15% |
08.07.2024 | 1.74% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'157 CHF | 87'219 CHF | 98.89% | 98.89% |
05.07.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'022 CHF | 85'174 CHF | 99.56% | 99.56% |
04.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 256'063 CHF | 86'854 CHF | 99.58% | 99.58% |
03.07.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'233 CHF | 85'244 CHF | 99.55% | 99.55% |
02.07.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'299 CHF | 85'266 CHF | 99.56% | 99.56% |