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 | 1.46% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 306'159 CHF | 103'553 CHF | 99.48% | 99.48% |
12.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 308'770 CHF | 104'423 CHF | 99.41% | 99.41% |
11.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 298'746 CHF | 101'082 CHF | 99.35% | 99.35% |
10.07.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 295'129 CHF | 99'877 CHF | 99.55% | 99.55% |
09.07.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'798 CHF | 96'099 CHF | 99.53% | 99.53% |
08.07.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 308'193 CHF | 104'231 CHF | 99.54% | 99.54% |
05.07.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'986 CHF | 104'162 CHF | 99.54% | 99.54% |
04.07.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'111 CHF | 106'537 CHF | 99.34% | 99.34% |
03.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'158 CHF | 95'886 CHF | 99.17% | 99.17% |
02.07.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'210 CHF | 84'237 CHF | 99.58% | 99.58% |