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 | 1.44% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'179 CHF | 105'560 CHF | 99.49% | 99.49% |
12.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'771 CHF | 107'424 CHF | 97.00% | 97.00% |
11.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 230'258 CHF | 78'253 CHF | 96.25% | 96.25% |
10.07.2024 | 1.64% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'900 CHF | 92'467 CHF | 99.56% | 99.56% |
09.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'314 CHF | 94'605 CHF | 99.54% | 99.54% |
08.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'185 CHF | 90'895 CHF | 99.56% | 99.56% |
05.07.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'849 CHF | 92'783 CHF | 99.20% | 99.20% |
04.07.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'387 CHF | 93'962 CHF | 99.57% | 99.57% |
03.07.2024 | 1.67% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'115 CHF | 90'872 CHF | 99.31% | 99.31% |
02.07.2024 | 1.69% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'182 CHF | 89'561 CHF | 99.56% | 99.56% |