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 | 2.24% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 198'749 CHF | 67'750 CHF | 99.47% | 99.47% |
12.07.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 204'262 CHF | 69'587 CHF | 99.49% | 99.49% |
11.07.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 191'669 CHF | 65'390 CHF | 99.53% | 99.53% |
10.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 188'056 CHF | 64'185 CHF | 99.54% | 99.54% |
09.07.2024 | 2.51% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 177'131 CHF | 60'544 CHF | 99.56% | 99.56% |
08.07.2024 | 2.17% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 205'919 CHF | 70'140 CHF | 99.51% | 99.51% |
05.07.2024 | 2.14% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 207'874 CHF | 70'792 CHF | 99.54% | 99.54% |
04.07.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 216'137 CHF | 73'546 CHF | 99.33% | 99.33% |
03.07.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'374 CHF | 62'291 CHF | 99.13% | 99.13% |
02.07.2024 | 3.02% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 485'584 | 161'861 | 157'980 CHF | 54'279 CHF | 99.58% | 99.58% |