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 | 1.83% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 243'449 CHF | 82'650 CHF | 99.31% | 99.31% |
12.07.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'188 CHF | 83'896 CHF | 99.43% | 99.43% |
11.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 238'164 CHF | 80'888 CHF | 99.53% | 99.53% |
10.07.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 455'244 | 151'748 | 237'351 CHF | 80'634 CHF | 99.53% | 99.53% |
09.07.2024 | 1.98% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 507'063 | 169'021 | 252'302 CHF | 85'791 CHF | 99.51% | 99.51% |
08.07.2024 | 1.81% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'179 CHF | 83'893 CHF | 99.60% | 99.60% |
05.07.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'760 CHF | 84'087 CHF | 99.56% | 99.56% |
04.07.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'128 CHF | 85'876 CHF | 99.34% | 99.34% |
03.07.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 517'416 | 172'472 | 256'766 CHF | 87'313 CHF | 99.11% | 99.11% |
02.07.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 257'962 CHF | 87'988 CHF | 99.58% | 99.58% |