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 | 2.47% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 179'778 CHF | 61'426 CHF | 99.38% | 99.38% |
12.07.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'595 CHF | 60'365 CHF | 99.35% | 99.35% |
11.07.2024 | 2.42% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'708 CHF | 62'736 CHF | 98.13% | 98.13% |
10.07.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 175'946 CHF | 60'149 CHF | 99.34% | 99.34% |
09.07.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'754 CHF | 62'418 CHF | 99.41% | 99.41% |
08.07.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 170'339 CHF | 58'280 CHF | 99.30% | 99.30% |
05.07.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 158'384 CHF | 54'295 CHF | 98.53% | 98.53% |
04.07.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'952 CHF | 55'151 CHF | 99.36% | 99.36% |
03.07.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'846 CHF | 55'115 CHF | 99.35% | 99.35% |
02.07.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 599'360 | 199'787 | 201'640 CHF | 69'211 CHF | 99.41% | 99.41% |