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 | 1.37% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'747 CHF | 110'416 CHF | 99.27% | 99.27% |
12.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 335'607 CHF | 113'369 CHF | 99.27% | 99.27% |
11.07.2024 | 1.39% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'723 CHF | 109'074 CHF | 99.27% | 99.27% |
10.07.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'006 CHF | 114'502 CHF | 99.27% | 99.27% |
09.07.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'381 CHF | 118'294 CHF | 99.27% | 99.27% |
08.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'169 CHF | 118'223 CHF | 99.21% | 99.21% |
05.07.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 356'354 CHF | 120'285 CHF | 99.26% | 99.26% |
04.07.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'138 CHF | 119'546 CHF | 99.27% | 99.27% |
03.07.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 343'357 CHF | 115'952 CHF | 99.27% | 99.27% |
02.07.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'659 CHF | 114'053 CHF | 99.26% | 99.26% |