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 | 1.57% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'428 CHF | 96'643 CHF | 99.01% | 99.01% |
12.07.2024 | 1.72% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'037 CHF | 87'846 CHF | 99.44% | 99.44% |
11.07.2024 | 1.85% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'483 CHF | 81'994 CHF | 98.76% | 98.76% |
10.07.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 453'237 | 151'079 | 228'495 CHF | 77'676 CHF | 98.51% | 98.51% |
09.07.2024 | 1.85% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 240'636 CHF | 81'712 CHF | 99.56% | 99.56% |
08.07.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 244'553 CHF | 83'018 CHF | 96.26% | 96.26% |
05.07.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'902 CHF | 86'467 CHF | 99.47% | 99.47% |
04.07.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'872 CHF | 89'124 CHF | 99.40% | 99.40% |
03.07.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'071 CHF | 83'524 CHF | 99.58% | 99.58% |
02.07.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'427 CHF | 85'309 CHF | 99.41% | 99.41% |