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 | 2.68% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 165'375 CHF | 56'625 CHF | 93.42% | 93.42% |
12.07.2024 | 2.69% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 165'020 CHF | 56'507 CHF | 95.34% | 95.34% |
11.07.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 155'671 CHF | 53'390 CHF | 97.74% | 97.74% |
10.07.2024 | 3.14% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 141'656 CHF | 48'719 CHF | 98.61% | 98.61% |
09.07.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'605 CHF | 51'368 CHF | 97.45% | 97.45% |
08.07.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'454 CHF | 52'985 CHF | 96.10% | 96.10% |
05.07.2024 | 2.72% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 163'420 CHF | 55'974 CHF | 97.96% | 97.96% |
04.07.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'318 CHF | 55'273 CHF | 97.65% | 97.65% |
03.07.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'993 CHF | 52'831 CHF | 97.40% | 97.40% |
02.07.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 137'058 CHF | 47'186 CHF | 96.85% | 96.85% |