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 | 2.25% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 197'695 CHF | 67'398 CHF | 99.17% | 99.17% |
12.07.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'344 CHF | 67'948 CHF | 99.16% | 99.16% |
11.07.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 198'398 CHF | 67'633 CHF | 99.17% | 99.17% |
10.07.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 173'682 CHF | 59'394 CHF | 99.16% | 99.16% |
09.07.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 188'950 CHF | 64'484 CHF | 99.17% | 99.17% |
08.07.2024 | 2.22% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'649 CHF | 68'383 CHF | 99.16% | 99.16% |
05.07.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'482 CHF | 68'661 CHF | 99.15% | 99.15% |
04.07.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 204'118 CHF | 69'539 CHF | 99.17% | 99.17% |
03.07.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 205'414 CHF | 69'971 CHF | 99.15% | 99.15% |
02.07.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'902 CHF | 57'134 CHF | 99.17% | 99.17% |