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 | 2.64% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 168'486 CHF | 57'662 CHF | 94.80% | 94.80% |
12.07.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'059 | 150'020 | 175'169 CHF | 59'890 CHF | 99.16% | 99.16% |
11.07.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'961 | 150'320 | 179'337 CHF | 61'282 CHF | 98.11% | 98.11% |
10.07.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'532 CHF | 68'678 CHF | 99.33% | 99.33% |
09.07.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'691 CHF | 73'064 CHF | 99.40% | 99.40% |
08.07.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'045 CHF | 69'182 CHF | 98.70% | 98.70% |
05.07.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'703 CHF | 72'734 CHF | 98.83% | 98.83% |
04.07.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 211'819 CHF | 72'106 CHF | 99.37% | 99.37% |
03.07.2024 | 2.12% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 209'642 CHF | 71'381 CHF | 99.39% | 99.39% |
02.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 207'956 CHF | 70'819 CHF | 99.16% | 99.16% |