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 | 1.53% | 0.65 CHF | 0.66 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 145'779 CHF | 49'343 CHF | 99.27% | 99.27% |
12.07.2024 | 1.59% | 0.67 CHF | 0.68 CHF | 225'000 | 75'000 | 283'683 | 94'561 | 176'583 CHF | 59'807 CHF | 99.27% | 99.27% |
11.07.2024 | 1.68% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 177'594 CHF | 60'198 CHF | 99.27% | 99.27% |
10.07.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 179'025 CHF | 60'675 CHF | 99.27% | 99.27% |
09.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 288'414 | 96'138 | 181'261 CHF | 61'382 CHF | 99.27% | 99.27% |
08.07.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 287'924 | 95'975 | 179'653 CHF | 60'844 CHF | 99.21% | 99.21% |
05.07.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 225'000 | 75'000 | 230'832 | 76'944 | 149'938 CHF | 50'749 CHF | 99.26% | 99.26% |
04.07.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 151'854 CHF | 51'368 CHF | 99.27% | 99.27% |
03.07.2024 | 1.62% | 0.67 CHF | 0.68 CHF | 225'000 | 75'000 | 276'509 | 92'170 | 168'753 CHF | 57'173 CHF | 99.27% | 99.27% |
02.07.2024 | 1.76% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 168'944 CHF | 57'315 CHF | 99.27% | 99.27% |