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 | 2.04% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'041 CHF | 74'180 CHF | 93.53% | 93.53% |
12.07.2024 | 2.06% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 216'494 CHF | 73'665 CHF | 93.21% | 93.21% |
11.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'633 CHF | 69'044 CHF | 94.53% | 94.53% |
10.07.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 207'427 CHF | 70'642 CHF | 96.11% | 96.11% |
09.07.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 223'797 CHF | 76'099 CHF | 91.35% | 91.35% |
08.07.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 222'060 CHF | 75'520 CHF | 95.75% | 95.75% |
05.07.2024 | 1.96% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 227'049 CHF | 77'183 CHF | 92.55% | 92.55% |
04.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 223'066 CHF | 75'855 CHF | 90.47% | 90.47% |
03.07.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 221'133 CHF | 75'211 CHF | 96.97% | 96.97% |
02.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'516 CHF | 79'672 CHF | 94.78% | 94.78% |