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 | 2.72% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 163'204 CHF | 55'901 CHF | 99.27% | 99.27% |
12.07.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 151'256 CHF | 51'919 CHF | 99.27% | 99.27% |
11.07.2024 | 3.27% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'466 CHF | 46'655 CHF | 99.27% | 99.27% |
10.07.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 128'433 CHF | 44'311 CHF | 99.27% | 99.27% |
09.07.2024 | 3.13% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 142'316 CHF | 48'939 CHF | 99.27% | 99.27% |
08.07.2024 | 3.06% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'998 CHF | 49'833 CHF | 99.21% | 99.21% |
05.07.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'167 CHF | 51'222 CHF | 99.27% | 99.27% |
04.07.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 132'955 CHF | 45'818 CHF | 99.27% | 99.27% |
03.07.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'446 CHF | 39'982 CHF | 99.27% | 99.27% |
02.07.2024 | 4.22% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 104'434 CHF | 36'312 CHF | 99.26% | 99.26% |