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 | 1.63% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 274'095 CHF | 92'865 CHF | 99.36% | 99.36% |
12.07.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 269'486 CHF | 91'329 CHF | 99.28% | 99.28% |
11.07.2024 | 1.61% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'989 CHF | 94'163 CHF | 97.98% | 97.98% |
10.07.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'567 CHF | 91'022 CHF | 99.35% | 99.35% |
09.07.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'098 CHF | 93'866 CHF | 99.41% | 99.41% |
08.07.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 263'696 CHF | 89'399 CHF | 99.30% | 99.30% |
05.07.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'384 CHF | 84'295 CHF | 98.33% | 98.33% |
04.07.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'128 CHF | 85'209 CHF | 99.37% | 99.37% |
03.07.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'223 CHF | 85'241 CHF | 99.19% | 99.19% |
02.07.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'764 CHF | 80'755 CHF | 99.15% | 99.15% |