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 | 2.69% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 165'082 CHF | 56'527 CHF | 99.38% | 99.38% |
12.07.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'834 CHF | 57'111 CHF | 99.38% | 99.38% |
11.07.2024 | 2.75% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'261 CHF | 55'254 CHF | 99.38% | 99.38% |
10.07.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 150'579 CHF | 51'693 CHF | 99.38% | 99.38% |
09.07.2024 | 2.79% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 159'333 CHF | 54'611 CHF | 99.38% | 99.38% |
08.07.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'519 CHF | 56'340 CHF | 99.38% | 99.38% |
05.07.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 171'398 CHF | 58'633 CHF | 99.37% | 99.37% |
04.07.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 171'970 CHF | 58'823 CHF | 98.59% | 98.59% |
03.07.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 165'708 CHF | 56'736 CHF | 99.38% | 99.38% |
02.07.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 152'377 CHF | 52'292 CHF | 99.37% | 99.37% |