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 | 2.07% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'913 CHF | 73'138 CHF | 93.48% | 93.48% |
12.07.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'088 CHF | 73'196 CHF | 93.23% | 93.23% |
11.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'616 CHF | 69'039 CHF | 94.61% | 94.61% |
10.07.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'961 CHF | 71'821 CHF | 96.16% | 96.16% |
09.07.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'028 CHF | 77'509 CHF | 91.38% | 91.38% |
08.07.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'386 CHF | 77'629 CHF | 95.80% | 95.80% |
05.07.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'569 CHF | 79'357 CHF | 92.55% | 92.55% |
04.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 230'135 CHF | 78'212 CHF | 90.49% | 90.49% |
03.07.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'643 CHF | 77'714 CHF | 96.84% | 96.84% |
02.07.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 242'484 CHF | 82'328 CHF | 94.81% | 94.81% |