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 | 2.65% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 167'692 CHF | 57'397 CHF | 99.27% | 99.27% |
12.07.2024 | 2.81% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 157'971 CHF | 54'157 CHF | 99.27% | 99.27% |
11.07.2024 | 2.99% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 148'131 CHF | 50'877 CHF | 99.27% | 99.27% |
10.07.2024 | 2.93% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 151'352 CHF | 51'951 CHF | 99.27% | 99.27% |
09.07.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 159'569 CHF | 54'690 CHF | 99.27% | 99.27% |
08.07.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 159'717 CHF | 54'739 CHF | 99.21% | 99.21% |
05.07.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'903 CHF | 58'135 CHF | 99.27% | 99.27% |
04.07.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 179'580 CHF | 61'360 CHF | 99.27% | 99.27% |
03.07.2024 | 2.86% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 155'592 CHF | 53'364 CHF | 99.27% | 99.27% |
02.07.2024 | 3.13% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 141'836 CHF | 48'779 CHF | 99.26% | 99.26% |