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 | 1.99% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 224'114 CHF | 76'205 CHF | 92.45% | 92.45% |
12.07.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 221'913 CHF | 75'471 CHF | 94.89% | 94.89% |
11.07.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'658 CHF | 70'386 CHF | 92.69% | 92.69% |
10.07.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 195'007 CHF | 66'502 CHF | 91.26% | 91.26% |
09.07.2024 | 2.31% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 193'052 CHF | 65'851 CHF | 94.99% | 94.99% |
08.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'171 CHF | 68'890 CHF | 90.24% | 90.24% |
05.07.2024 | 2.23% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'643 CHF | 68'048 CHF | 93.23% | 93.23% |
04.07.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 198'669 CHF | 67'723 CHF | 87.26% | 87.26% |
03.07.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'376 CHF | 62'625 CHF | 96.21% | 96.21% |
02.07.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 177'420 CHF | 60'640 CHF | 97.37% | 97.37% |