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 | 1.96% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 227'647 CHF | 77'383 CHF | 98.76% | 98.76% |
12.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'743 CHF | 82'081 CHF | 99.58% | 99.58% |
11.07.2024 | 1.73% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'736 CHF | 87'745 CHF | 93.77% | 93.77% |
10.07.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 242'686 CHF | 82'396 CHF | 98.49% | 98.49% |
09.07.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'545 CHF | 80'682 CHF | 99.03% | 99.03% |
08.07.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'608 CHF | 81'369 CHF | 99.58% | 99.58% |
05.07.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'777 CHF | 68'759 CHF | 89.82% | 89.82% |
04.07.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'578 CHF | 70'359 CHF | 99.20% | 99.20% |
03.07.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'796 CHF | 67'099 CHF | 97.73% | 97.73% |
02.07.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'128 CHF | 63'543 CHF | 95.42% | 95.42% |