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 | 2.00% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 223'294 CHF | 75'931 CHF | 98.28% | 98.28% |
12.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'830 CHF | 89'777 CHF | 95.42% | 95.42% |
11.07.2024 | 1.83% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 243'799 CHF | 82'766 CHF | 98.56% | 98.56% |
10.07.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 225'178 CHF | 76'560 CHF | 98.46% | 98.46% |
09.07.2024 | 1.97% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 226'963 CHF | 77'154 CHF | 98.66% | 98.66% |
08.07.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'182 CHF | 79'561 CHF | 96.52% | 96.52% |
05.07.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 242'607 CHF | 82'369 CHF | 95.65% | 95.65% |
04.07.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 219'306 CHF | 74'602 CHF | 95.23% | 95.23% |
03.07.2024 | 2.31% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 192'516 CHF | 65'672 CHF | 98.20% | 98.20% |
02.07.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'536 CHF | 67'012 CHF | 98.18% | 98.18% |