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 | 2.19% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'183 CHF | 69'228 CHF | 99.54% | 99.54% |
12.07.2024 | 2.28% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 195'524 CHF | 66'675 CHF | 97.65% | 97.65% |
11.07.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'514 CHF | 62'338 CHF | 99.40% | 99.40% |
10.07.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'425 CHF | 62'308 CHF | 94.56% | 94.56% |
09.07.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 187'989 CHF | 64'163 CHF | 99.13% | 99.13% |
08.07.2024 | 2.20% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'019 CHF | 69'173 CHF | 98.87% | 98.87% |
05.07.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'329 CHF | 66'943 CHF | 99.56% | 99.56% |
04.07.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'104 CHF | 68'535 CHF | 99.56% | 99.56% |
03.07.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'001 CHF | 66'834 CHF | 99.50% | 99.50% |
02.07.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'571 CHF | 67'024 CHF | 99.56% | 99.56% |