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 | 1.99% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 224'052 CHF | 76'184 CHF | 99.27% | 99.27% |
12.07.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'958 CHF | 79'820 CHF | 99.27% | 99.27% |
11.07.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 222'830 CHF | 75'777 CHF | 99.27% | 99.27% |
10.07.2024 | 1.89% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 236'132 CHF | 80'211 CHF | 99.27% | 99.27% |
09.07.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'613 CHF | 83'371 CHF | 99.27% | 99.27% |
08.07.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'954 CHF | 83'485 CHF | 99.21% | 99.21% |
05.07.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'849 CHF | 84'783 CHF | 99.27% | 99.27% |
04.07.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'349 CHF | 84'616 CHF | 99.27% | 99.27% |
03.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'171 CHF | 81'890 CHF | 99.27% | 99.27% |
02.07.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'909 CHF | 80'803 CHF | 99.27% | 99.27% |