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 | 3.15% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 140'523 CHF | 48'341 CHF | 90.24% | 90.24% |
12.07.2024 | 3.02% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'877 CHF | 50'459 CHF | 97.51% | 97.51% |
11.07.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 139'354 CHF | 47'951 CHF | 95.75% | 95.75% |
10.07.2024 | 3.18% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 139'522 CHF | 48'007 CHF | 95.45% | 95.45% |
09.07.2024 | 3.36% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 131'834 CHF | 45'445 CHF | 96.68% | 96.68% |
08.07.2024 | 2.88% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'978 CHF | 52'826 CHF | 95.22% | 95.22% |
05.07.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 148'072 CHF | 50'857 CHF | 91.96% | 91.96% |
04.07.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 141'398 CHF | 48'633 CHF | 88.83% | 88.83% |
03.07.2024 | 3.41% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 129'889 CHF | 44'796 CHF | 94.28% | 94.28% |
02.07.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 122'200 CHF | 42'233 CHF | 95.91% | 95.91% |