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 | 1.70% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'436 CHF | 88'979 CHF | 99.17% | 99.17% |
12.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'413 CHF | 89'638 CHF | 99.16% | 99.16% |
11.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'637 CHF | 91'046 CHF | 99.17% | 99.17% |
10.07.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 244'635 CHF | 83'045 CHF | 99.16% | 99.16% |
09.07.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'955 CHF | 88'152 CHF | 99.17% | 99.17% |
08.07.2024 | 1.62% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 275'440 CHF | 93'313 CHF | 99.15% | 99.15% |
05.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'327 CHF | 94'942 CHF | 99.15% | 99.15% |
04.07.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'365 CHF | 96'622 CHF | 99.17% | 99.17% |
03.07.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'802 CHF | 97'101 CHF | 99.15% | 99.15% |
02.07.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'874 CHF | 84'125 CHF | 99.16% | 99.16% |