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 | 1.28% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'648 CHF | 117'716 CHF | 99.49% | 99.49% |
12.07.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 352'823 CHF | 119'108 CHF | 99.57% | 99.57% |
11.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 341'364 CHF | 115'288 CHF | 99.66% | 99.66% |
10.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'954 CHF | 113'818 CHF | 99.54% | 99.54% |
09.07.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'709 CHF | 110'070 CHF | 99.51% | 99.51% |
08.07.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 352'069 CHF | 118'856 CHF | 99.58% | 99.58% |
05.07.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 351'984 CHF | 118'828 CHF | 99.50% | 99.50% |
04.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'818 CHF | 121'106 CHF | 99.33% | 99.33% |
03.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'075 CHF | 109'525 CHF | 99.08% | 99.08% |
02.07.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'004 CHF | 96'835 CHF | 99.58% | 99.58% |