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 | 3.15% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 140'681 CHF | 48'394 CHF | 99.49% | 99.49% |
12.07.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 145'781 CHF | 50'094 CHF | 99.44% | 99.44% |
11.07.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'804 CHF | 46'768 CHF | 99.66% | 99.66% |
10.07.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 451'680 | 150'560 | 133'397 CHF | 45'971 CHF | 99.55% | 99.55% |
09.07.2024 | 3.59% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 492'848 | 164'283 | 134'299 CHF | 46'409 CHF | 99.52% | 99.52% |
08.07.2024 | 2.98% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'008 CHF | 51'169 CHF | 99.60% | 99.60% |
05.07.2024 | 2.92% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 152'003 CHF | 52'168 CHF | 99.65% | 99.65% |
04.07.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 159'321 CHF | 54'607 CHF | 99.34% | 99.34% |
03.07.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 542'043 | 180'681 | 156'256 CHF | 53'892 CHF | 99.15% | 99.15% |
02.07.2024 | 4.36% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 134'831 CHF | 46'944 CHF | 99.59% | 99.59% |