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% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 220'485 CHF | 74'995 CHF | 99.27% | 99.27% |
12.07.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'651 CHF | 77'717 CHF | 99.27% | 99.27% |
11.07.2024 | 2.08% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'676 CHF | 73'059 CHF | 99.27% | 99.27% |
10.07.2024 | 1.92% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'558 CHF | 79'019 CHF | 99.27% | 99.27% |
09.07.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'609 CHF | 83'370 CHF | 99.27% | 99.27% |
08.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 242'171 CHF | 82'224 CHF | 99.21% | 99.21% |
05.07.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'065 CHF | 83'855 CHF | 99.27% | 99.27% |
04.07.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'815 CHF | 83'438 CHF | 99.27% | 99.27% |
03.07.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 236'736 CHF | 80'412 CHF | 99.27% | 99.27% |
02.07.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'164 CHF | 79'221 CHF | 99.27% | 99.27% |