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 | 1.74% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 256'637 CHF | 87'046 CHF | 99.27% | 99.27% |
12.07.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 263'700 CHF | 89'400 CHF | 99.27% | 99.27% |
11.07.2024 | 1.77% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'163 CHF | 85'555 CHF | 99.27% | 99.27% |
10.07.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 267'581 CHF | 90'694 CHF | 99.27% | 99.27% |
09.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'788 CHF | 94'763 CHF | 99.27% | 99.27% |
08.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'240 CHF | 93'580 CHF | 99.21% | 99.21% |
05.07.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'822 CHF | 95'107 CHF | 99.26% | 99.26% |
04.07.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'806 CHF | 94'102 CHF | 99.27% | 99.27% |
03.07.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 269'520 CHF | 91'340 CHF | 99.27% | 99.27% |
02.07.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'942 CHF | 89'147 CHF | 99.27% | 99.27% |