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 | 2.08% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'631 CHF | 73'044 CHF | 99.27% | 99.27% |
12.07.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 223'450 CHF | 75'983 CHF | 99.27% | 99.27% |
11.07.2024 | 2.02% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 220'781 CHF | 75'094 CHF | 99.27% | 99.27% |
10.07.2024 | 2.20% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'028 CHF | 68'843 CHF | 99.27% | 99.27% |
09.07.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'469 CHF | 71'656 CHF | 99.27% | 99.27% |
08.07.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 191'923 CHF | 65'475 CHF | 99.24% | 99.24% |
05.07.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'366 CHF | 62'289 CHF | 99.27% | 99.27% |
04.07.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'134 CHF | 72'211 CHF | 99.27% | 99.27% |
03.07.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'035 CHF | 71'512 CHF | 99.27% | 99.27% |
02.07.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 204'306 CHF | 69'602 CHF | 99.27% | 99.27% |