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 | 2.24% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 198'712 CHF | 67'737 CHF | 99.35% | 99.35% |
12.07.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'064 CHF | 66'855 CHF | 99.29% | 99.29% |
11.07.2024 | 2.20% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'184 CHF | 68'895 CHF | 97.92% | 97.92% |
10.07.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'375 CHF | 66'292 CHF | 99.34% | 99.34% |
09.07.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'303 CHF | 68'601 CHF | 99.40% | 99.40% |
08.07.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 190'801 CHF | 65'100 CHF | 99.22% | 99.22% |
05.07.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'254 CHF | 60'251 CHF | 98.45% | 98.45% |
04.07.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 178'654 CHF | 61'051 CHF | 99.37% | 99.37% |
03.07.2024 | 2.48% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 179'330 CHF | 61'277 CHF | 99.34% | 99.34% |
02.07.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 167'939 CHF | 57'480 CHF | 99.17% | 99.17% |