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 | 2.87% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'836 CHF | 53'112 CHF | 99.38% | 99.38% |
12.07.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'592 CHF | 49'697 CHF | 99.38% | 99.38% |
11.07.2024 | 3.27% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'308 CHF | 46'603 CHF | 99.38% | 99.38% |
10.07.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 136'410 CHF | 46'970 CHF | 99.38% | 99.38% |
09.07.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 136'646 CHF | 47'049 CHF | 99.37% | 99.37% |
08.07.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 131'893 CHF | 45'464 CHF | 99.38% | 99.38% |
05.07.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'287 CHF | 46'262 CHF | 99.38% | 99.38% |
04.07.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 138'140 CHF | 47'547 CHF | 98.59% | 98.59% |
03.07.2024 | 3.45% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 128'342 CHF | 44'281 CHF | 99.38% | 99.38% |
02.07.2024 | 3.80% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 116'223 CHF | 40'241 CHF | 99.37% | 99.37% |