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 | 3.07% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'302 CHF | 49'601 CHF | 99.27% | 99.27% |
12.07.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 142'761 CHF | 49'087 CHF | 99.27% | 99.27% |
11.07.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 143'720 CHF | 49'407 CHF | 98.83% | 98.83% |
10.07.2024 | 3.09% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 143'352 CHF | 49'284 CHF | 99.27% | 99.27% |
09.07.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 150'476 CHF | 51'659 CHF | 99.27% | 99.27% |
08.07.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 147'956 CHF | 50'819 CHF | 99.21% | 99.21% |
05.07.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 156'767 CHF | 53'756 CHF | 99.27% | 99.27% |
04.07.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 158'386 CHF | 54'295 CHF | 99.27% | 99.27% |
03.07.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 148'584 CHF | 51'028 CHF | 98.67% | 98.67% |
02.07.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 145'154 CHF | 49'885 CHF | 99.27% | 99.27% |