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 | 1.52% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 293'933 CHF | 99'478 CHF | 99.47% | 99.47% |
12.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'844 CHF | 100'781 CHF | 99.32% | 99.32% |
11.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 287'567 CHF | 97'356 CHF | 99.53% | 99.53% |
10.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'530 CHF | 96'010 CHF | 99.55% | 99.55% |
09.07.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'890 CHF | 92'463 CHF | 99.56% | 99.56% |
08.07.2024 | 1.50% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'618 CHF | 100'706 CHF | 99.56% | 99.56% |
05.07.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'824 CHF | 100'775 CHF | 99.53% | 99.53% |
04.07.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'762 CHF | 102'754 CHF | 99.34% | 99.34% |
03.07.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 271'956 CHF | 92'152 CHF | 99.13% | 99.13% |
02.07.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 460'740 | 153'580 | 242'712 CHF | 82'440 CHF | 99.57% | 99.57% |