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 | 1.85% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 240'639 CHF | 81'713 CHF | 99.13% | 99.13% |
12.07.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 243'142 CHF | 82'547 CHF | 98.87% | 98.87% |
11.07.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 225'416 CHF | 76'639 CHF | 98.01% | 98.01% |
10.07.2024 | 2.03% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 219'846 CHF | 74'782 CHF | 98.11% | 98.11% |
09.07.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'312 CHF | 73'271 CHF | 99.12% | 99.12% |
08.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'564 CHF | 94'688 CHF | 99.11% | 99.11% |
05.07.2024 | 1.53% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'290 CHF | 98'597 CHF | 98.83% | 98.83% |
04.07.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 289'160 CHF | 97'887 CHF | 98.78% | 98.78% |
03.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'377 CHF | 94'292 CHF | 99.06% | 99.06% |
02.07.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'391 CHF | 86'297 CHF | 99.18% | 99.18% |