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 | 2.75% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'519 CHF | 55'340 CHF | 99.27% | 99.27% |
12.07.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 159'680 CHF | 54'727 CHF | 99.27% | 99.27% |
11.07.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'825 CHF | 55'108 CHF | 98.82% | 98.82% |
10.07.2024 | 2.77% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'522 CHF | 55'007 CHF | 99.27% | 99.27% |
09.07.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'289 CHF | 58'930 CHF | 99.27% | 99.27% |
08.07.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 167'920 CHF | 57'474 CHF | 99.21% | 99.21% |
05.07.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 179'839 CHF | 61'446 CHF | 99.27% | 99.27% |
04.07.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'610 CHF | 62'703 CHF | 99.27% | 99.27% |
03.07.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'985 CHF | 57'162 CHF | 98.67% | 98.67% |
02.07.2024 | 2.73% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 162'781 CHF | 55'760 CHF | 99.27% | 99.27% |