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 | 1.08% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 414'242 CHF | 139'581 CHF | 99.38% | 99.38% |
12.07.2024 | 1.11% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 403'707 CHF | 136'069 CHF | 99.38% | 99.38% |
11.07.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'944 CHF | 126'148 CHF | 99.38% | 99.38% |
10.07.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 368'217 CHF | 124'239 CHF | 99.37% | 99.37% |
09.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'531 CHF | 127'677 CHF | 99.38% | 99.38% |
08.07.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 383'261 CHF | 129'254 CHF | 99.38% | 99.38% |
05.07.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 393'925 CHF | 132'808 CHF | 99.38% | 99.38% |
04.07.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 376'074 CHF | 126'858 CHF | 98.59% | 98.59% |
03.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 374'050 CHF | 126'183 CHF | 99.37% | 99.37% |
02.07.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 352'617 CHF | 119'039 CHF | 99.37% | 99.37% |