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 | 1.51% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 296'772 CHF | 100'424 CHF | 99.40% | 99.40% |
12.07.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'748 CHF | 99'083 CHF | 99.32% | 99.32% |
11.07.2024 | 1.49% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 300'124 CHF | 101'541 CHF | 98.11% | 98.11% |
10.07.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'187 CHF | 98'562 CHF | 99.35% | 99.35% |
09.07.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 299'582 CHF | 101'361 CHF | 99.35% | 99.35% |
08.07.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'283 CHF | 96'928 CHF | 99.26% | 99.26% |
05.07.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'684 CHF | 91'728 CHF | 98.52% | 98.52% |
04.07.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'137 CHF | 92'546 CHF | 99.37% | 99.37% |
03.07.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'645 CHF | 92'715 CHF | 99.14% | 99.14% |
02.07.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'956 CHF | 88'152 CHF | 99.30% | 99.30% |