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 | 1.31% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 342'276 CHF | 115'592 CHF | 99.71% | 99.71% |
12.07.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 345'465 CHF | 116'655 CHF | 97.24% | 97.24% |
11.07.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'279 CHF | 89'926 CHF | 96.25% | 96.25% |
10.07.2024 | 1.48% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'134 CHF | 102'211 CHF | 99.59% | 99.59% |
09.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 308'618 CHF | 104'373 CHF | 99.54% | 99.54% |
08.07.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'084 CHF | 101'861 CHF | 99.57% | 99.57% |
05.07.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'823 CHF | 102'441 CHF | 99.13% | 99.13% |
04.07.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 306'395 CHF | 103'632 CHF | 99.57% | 99.57% |
03.07.2024 | 1.49% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 300'038 CHF | 101'513 CHF | 99.46% | 99.46% |
02.07.2024 | 1.52% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 295'002 CHF | 99'834 CHF | 99.56% | 99.56% |