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 | 3.50% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 126'230 CHF | 43'577 CHF | 99.27% | 99.27% |
12.07.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 302'984 | 100'995 | 90'562 CHF | 31'197 CHF | 99.27% | 99.27% |
11.07.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 410'903 | 136'968 | 123'672 CHF | 42'594 CHF | 99.27% | 99.27% |
10.07.2024 | 3.39% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 439'156 | 146'385 | 127'275 CHF | 43'889 CHF | 99.27% | 99.27% |
09.07.2024 | 3.64% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 449'994 | 150'000 | 121'410 CHF | 41'971 CHF | 99.27% | 99.27% |
08.07.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 116'268 CHF | 40'256 CHF | 99.25% | 99.25% |
05.07.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'494 CHF | 39'998 CHF | 99.27% | 99.27% |
04.07.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 117'575 CHF | 40'692 CHF | 99.27% | 99.27% |
03.07.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 116'229 CHF | 40'243 CHF | 99.27% | 99.27% |
02.07.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'263 CHF | 39'921 CHF | 99.27% | 99.27% |