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 | 2.32% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 191'738 CHF | 65'413 CHF | 90.14% | 90.14% |
12.07.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'708 CHF | 67'069 CHF | 97.58% | 97.58% |
11.07.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 189'114 CHF | 64'538 CHF | 95.77% | 95.77% |
10.07.2024 | 2.35% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 189'462 CHF | 64'654 CHF | 95.45% | 95.45% |
09.07.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'079 CHF | 62'193 CHF | 96.72% | 96.72% |
08.07.2024 | 2.19% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'175 CHF | 69'225 CHF | 96.25% | 96.25% |
05.07.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 197'943 CHF | 67'481 CHF | 91.91% | 91.91% |
04.07.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 192'093 CHF | 65'531 CHF | 88.83% | 88.83% |
03.07.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'803 CHF | 62'101 CHF | 94.33% | 94.33% |
02.07.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 174'472 CHF | 59'657 CHF | 95.90% | 95.90% |