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 | 1.90% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'366 CHF | 79'622 CHF | 99.54% | 99.54% |
12.07.2024 | 1.97% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 226'749 CHF | 77'083 CHF | 97.69% | 97.69% |
11.07.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'596 CHF | 72'699 CHF | 99.41% | 99.41% |
10.07.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'084 CHF | 72'862 CHF | 94.54% | 94.54% |
09.07.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 219'539 CHF | 74'680 CHF | 99.11% | 99.11% |
08.07.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'900 CHF | 79'800 CHF | 98.89% | 98.89% |
05.07.2024 | 1.95% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'477 CHF | 77'659 CHF | 99.58% | 99.58% |
04.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'333 CHF | 79'278 CHF | 99.57% | 99.57% |
03.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 229'209 CHF | 77'903 CHF | 99.54% | 99.54% |
02.07.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'799 CHF | 77'766 CHF | 99.56% | 99.56% |