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 | 1.77% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'808 CHF | 85'769 CHF | 99.17% | 99.17% |
12.07.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 255'174 CHF | 86'558 CHF | 99.16% | 99.16% |
11.07.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'248 CHF | 88'249 CHF | 99.17% | 99.17% |
10.07.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 238'797 CHF | 81'099 CHF | 99.17% | 99.17% |
09.07.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'115 CHF | 88'872 CHF | 99.17% | 99.17% |
08.07.2024 | 1.60% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'632 CHF | 94'377 CHF | 99.15% | 99.15% |
05.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 448'630 | 149'543 | 280'781 CHF | 95'089 CHF | 99.15% | 99.15% |
04.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 436'011 | 145'337 | 275'611 CHF | 93'324 CHF | 99.17% | 99.17% |
03.07.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 434'931 | 144'977 | 278'160 CHF | 94'170 CHF | 99.15% | 99.15% |
02.07.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'341 CHF | 81'947 CHF | 99.17% | 99.17% |