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 | 2.02% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 220'375 CHF | 74'958 CHF | 99.48% | 99.48% |
12.07.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'105 CHF | 72'535 CHF | 97.95% | 97.95% |
11.07.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 197'127 CHF | 67'209 CHF | 99.43% | 99.43% |
10.07.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 195'978 CHF | 66'826 CHF | 94.56% | 94.56% |
09.07.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'372 CHF | 69'291 CHF | 99.15% | 99.15% |
08.07.2024 | 2.02% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 220'785 CHF | 75'095 CHF | 98.91% | 98.91% |
05.07.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'886 CHF | 72'462 CHF | 99.51% | 99.51% |
04.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'076 CHF | 74'192 CHF | 99.56% | 99.56% |
03.07.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'638 CHF | 72'380 CHF | 99.54% | 99.54% |
02.07.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'377 CHF | 72'626 CHF | 99.56% | 99.56% |