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 | 1.97% | 0.49 CHF | 0.50 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 113'150 CHF | 38'467 CHF | 99.27% | 99.27% |
12.07.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 120'460 CHF | 40'903 CHF | 99.27% | 99.27% |
11.07.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 119'611 CHF | 40'620 CHF | 99.27% | 99.27% |
10.07.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 117'181 CHF | 39'810 CHF | 99.27% | 99.27% |
09.07.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 111'077 CHF | 37'776 CHF | 99.27% | 99.27% |
08.07.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 233'209 | 77'736 | 109'665 CHF | 37'332 CHF | 99.25% | 99.25% |
05.07.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 225'000 | 75'000 | 247'024 | 82'341 | 117'891 CHF | 40'121 CHF | 99.27% | 99.27% |
04.07.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 225'000 | 75'000 | 231'730 | 77'243 | 110'707 CHF | 37'675 CHF | 99.27% | 99.27% |
03.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 225'000 | 75'000 | 249'398 | 83'133 | 118'201 CHF | 40'232 CHF | 99.27% | 99.27% |
02.07.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 273'000 | 91'000 | 128'799 CHF | 43'843 CHF | 99.27% | 99.27% |