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 | 2.40% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'581 CHF | 63'360 CHF | 98.47% | 98.47% |
12.07.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'695 CHF | 63'398 CHF | 99.06% | 99.06% |
11.07.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'539 CHF | 60'346 CHF | 97.31% | 97.31% |
10.07.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'823 CHF | 56'441 CHF | 98.93% | 98.93% |
09.07.2024 | 2.76% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'021 CHF | 55'174 CHF | 99.10% | 99.10% |
08.07.2024 | 2.28% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 195'012 CHF | 66'504 CHF | 98.80% | 98.80% |
05.07.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 188'196 CHF | 64'232 CHF | 99.02% | 99.02% |
04.07.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 190'377 CHF | 64'959 CHF | 99.41% | 99.41% |
03.07.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 168'990 CHF | 57'830 CHF | 99.41% | 99.41% |
02.07.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 142'415 CHF | 48'972 CHF | 98.86% | 98.86% |