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 | 1.42% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'793 CHF | 106'431 CHF | 99.27% | 99.27% |
12.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'572 CHF | 109'691 CHF | 99.27% | 99.27% |
11.07.2024 | 1.38% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'548 CHF | 109'683 CHF | 99.27% | 99.27% |
10.07.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 304'069 CHF | 102'856 CHF | 99.27% | 99.27% |
09.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'130 CHF | 106'210 CHF | 99.27% | 99.27% |
08.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'940 CHF | 98'480 CHF | 99.24% | 99.24% |
05.07.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'291 CHF | 94'930 CHF | 99.27% | 99.27% |
04.07.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'276 CHF | 106'592 CHF | 99.27% | 99.27% |
03.07.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'785 CHF | 105'762 CHF | 99.27% | 99.27% |
02.07.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 306'110 CHF | 103'537 CHF | 99.27% | 99.27% |