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 | 2.07% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 426'029 | 142'010 | 203'590 CHF | 69'283 CHF | 99.38% | 99.38% |
12.07.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'247 CHF | 68'916 CHF | 99.38% | 99.38% |
11.07.2024 | 2.31% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 192'341 CHF | 65'614 CHF | 99.38% | 99.38% |
10.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 193'676 CHF | 66'059 CHF | 99.37% | 99.37% |
09.07.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 192'737 CHF | 65'746 CHF | 99.37% | 99.37% |
08.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 187'523 CHF | 64'008 CHF | 99.38% | 99.38% |
05.07.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 188'122 CHF | 64'207 CHF | 99.38% | 99.38% |
04.07.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 449'841 | 150'000 | 192'816 CHF | 65'796 CHF | 98.59% | 98.59% |
03.07.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'148 CHF | 62'216 CHF | 99.38% | 99.38% |
02.07.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'529 CHF | 57'010 CHF | 99.37% | 99.37% |