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 | 2.47% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'111 CHF | 61'537 CHF | 99.36% | 99.36% |
12.07.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'659 CHF | 60'386 CHF | 99.39% | 99.39% |
11.07.2024 | 2.44% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'246 CHF | 62'249 CHF | 97.98% | 97.98% |
10.07.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 175'336 CHF | 59'945 CHF | 99.35% | 99.35% |
09.07.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'001 CHF | 62'167 CHF | 99.41% | 99.41% |
08.07.2024 | 2.58% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'228 CHF | 58'909 CHF | 99.24% | 99.24% |
05.07.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 157'894 CHF | 54'131 CHF | 98.54% | 98.54% |
04.07.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'582 CHF | 55'027 CHF | 99.37% | 99.37% |
03.07.2024 | 2.76% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'838 CHF | 55'113 CHF | 99.16% | 99.16% |
02.07.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 147'988 CHF | 50'829 CHF | 99.29% | 99.29% |