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% | 0.48 CHF | 0.49 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 109'022 CHF | 24'727 CHF | 99.17% | 99.17% |
12.07.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 111'760 CHF | 25'336 CHF | 99.16% | 99.16% |
11.07.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 109'007 CHF | 24'724 CHF | 99.17% | 99.17% |
10.07.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 105'398 CHF | 23'922 CHF | 99.16% | 99.16% |
09.07.2024 | 2.24% | 0.43 CHF | 0.44 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 99'157 CHF | 22'535 CHF | 99.16% | 99.16% |
08.07.2024 | 2.24% | 0.43 CHF | 0.44 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 99'450 CHF | 22'600 CHF | 99.15% | 99.15% |
05.07.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 101'943 CHF | 23'154 CHF | 99.15% | 99.15% |
04.07.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 100'569 CHF | 22'849 CHF | 99.17% | 99.17% |
03.07.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 96'389 CHF | 21'920 CHF | 99.15% | 99.15% |
02.07.2024 | 2.54% | 0.41 CHF | 0.42 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 87'595 CHF | 19'966 CHF | 99.17% | 99.17% |