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% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 256'964 CHF | 87'155 CHF | 99.49% | 99.49% |
12.07.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'151 CHF | 87'884 CHF | 99.25% | 99.25% |
11.07.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 250'336 CHF | 84'945 CHF | 99.53% | 99.53% |
10.07.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 451'281 | 150'427 | 247'406 CHF | 83'973 CHF | 99.54% | 99.54% |
09.07.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 488'179 | 162'726 | 255'475 CHF | 86'786 CHF | 99.51% | 99.51% |
08.07.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'737 CHF | 87'746 CHF | 99.56% | 99.56% |
05.07.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'692 CHF | 87'731 CHF | 99.54% | 99.54% |
04.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'522 CHF | 90'007 CHF | 99.36% | 99.36% |
03.07.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 499'678 | 166'559 | 260'963 CHF | 88'653 CHF | 99.07% | 99.07% |
02.07.2024 | 2.18% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 272'711 CHF | 92'904 CHF | 99.58% | 99.58% |