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 | 3.29% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'660 CHF | 46'720 CHF | 98.95% | 98.95% |
12.07.2024 | 2.52% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'286 CHF | 60'262 CHF | 99.17% | 99.17% |
11.07.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 173'027 CHF | 59'176 CHF | 99.17% | 99.17% |
10.07.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'739 CHF | 57'080 CHF | 98.71% | 98.71% |
09.07.2024 | 2.56% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 448'775 | 149'592 | 173'719 CHF | 59'402 CHF | 99.17% | 99.17% |
08.07.2024 | 2.11% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 305'347 | 101'782 | 142'873 CHF | 48'642 CHF | 99.15% | 99.15% |
05.07.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 308'451 | 102'819 | 141'270 CHF | 48'119 CHF | 99.16% | 99.16% |
04.07.2024 | 2.39% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 446'334 | 148'778 | 184'755 CHF | 63'073 CHF | 99.17% | 99.17% |
03.07.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 138'965 CHF | 47'822 CHF | 99.16% | 99.16% |
02.07.2024 | 3.50% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 126'597 CHF | 43'699 CHF | 99.16% | 99.16% |