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 | 2.50% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 178'087 CHF | 60'862 CHF | 99.27% | 99.27% |
12.07.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'907 CHF | 58'136 CHF | 99.27% | 99.27% |
11.07.2024 | 2.85% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 155'659 CHF | 53'386 CHF | 99.27% | 99.27% |
10.07.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 148'681 CHF | 51'060 CHF | 99.27% | 99.27% |
09.07.2024 | 2.75% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'820 CHF | 55'440 CHF | 99.27% | 99.27% |
08.07.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 163'050 CHF | 55'850 CHF | 99.21% | 99.21% |
05.07.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 168'213 CHF | 57'571 CHF | 99.27% | 99.27% |
04.07.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 151'492 CHF | 51'997 CHF | 99.27% | 99.27% |
03.07.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'962 CHF | 46'487 CHF | 99.27% | 99.27% |
02.07.2024 | 3.67% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 120'308 CHF | 41'603 CHF | 99.27% | 99.27% |