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 | 3.38% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 130'895 CHF | 45'132 CHF | 99.27% | 99.27% |
12.07.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 129'633 CHF | 44'711 CHF | 99.27% | 99.27% |
11.07.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 130'694 CHF | 45'065 CHF | 98.83% | 98.83% |
10.07.2024 | 3.39% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 130'493 CHF | 44'998 CHF | 99.27% | 99.27% |
09.07.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'121 CHF | 46'540 CHF | 99.27% | 99.27% |
08.07.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 130'011 CHF | 44'837 CHF | 99.22% | 99.22% |
05.07.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 140'112 CHF | 48'204 CHF | 99.27% | 99.27% |
04.07.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 141'570 CHF | 48'690 CHF | 99.27% | 99.27% |
03.07.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 132'774 CHF | 45'758 CHF | 98.67% | 98.67% |
02.07.2024 | 3.43% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 129'065 CHF | 44'522 CHF | 99.27% | 99.27% |