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 | 1.13% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'380 CHF | 133'293 CHF | 99.27% | 99.27% |
12.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 405'814 CHF | 136'771 CHF | 99.27% | 99.27% |
11.07.2024 | 1.14% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 391'531 CHF | 132'010 CHF | 99.27% | 99.27% |
10.07.2024 | 1.09% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'471 CHF | 137'990 CHF | 99.27% | 99.27% |
09.07.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 420'396 CHF | 141'632 CHF | 99.27% | 99.27% |
08.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 420'679 CHF | 141'726 CHF | 99.20% | 99.20% |
05.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 425'349 CHF | 143'283 CHF | 99.26% | 99.26% |
04.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 423'830 CHF | 142'777 CHF | 99.27% | 99.27% |
03.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 413'567 CHF | 139'356 CHF | 99.27% | 99.27% |
02.07.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 405'381 CHF | 136'627 CHF | 99.26% | 99.26% |