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 | 1.84% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 243'058 CHF | 82'519 CHF | 97.95% | 97.95% |
12.07.2024 | 2.07% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'799 CHF | 73'100 CHF | 99.08% | 99.08% |
11.07.2024 | 2.37% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 187'984 CHF | 64'161 CHF | 95.40% | 95.40% |
10.07.2024 | 2.49% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 178'610 CHF | 61'037 CHF | 88.20% | 88.20% |
09.07.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 184'623 CHF | 63'041 CHF | 99.42% | 99.42% |
08.07.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'495 CHF | 62'332 CHF | 95.56% | 95.56% |
05.07.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'395 CHF | 63'632 CHF | 96.84% | 96.84% |
04.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 188'874 CHF | 64'458 CHF | 99.41% | 99.41% |
03.07.2024 | 2.30% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 193'107 CHF | 65'869 CHF | 97.27% | 97.27% |
02.07.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'753 CHF | 63'418 CHF | 94.60% | 94.60% |