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 | 3.74% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'513 | 150'171 | 118'384 CHF | 40'963 CHF | 95.59% | 95.59% |
12.07.2024 | 3.09% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 143'439 CHF | 49'313 CHF | 99.69% | 99.69% |
11.07.2024 | 2.47% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'454 CHF | 61'651 CHF | 98.37% | 98.37% |
10.07.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'500 CHF | 55'333 CHF | 96.14% | 96.14% |
09.07.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'657 CHF | 56'386 CHF | 96.97% | 96.97% |
08.07.2024 | 3.25% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 136'806 CHF | 47'102 CHF | 93.55% | 93.55% |
05.07.2024 | 2.89% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'059 CHF | 52'853 CHF | 96.08% | 96.08% |
04.07.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'602 CHF | 55'034 CHF | 99.56% | 99.56% |
03.07.2024 | 2.98% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'377 CHF | 51'292 CHF | 98.88% | 98.88% |
02.07.2024 | 3.53% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 516'827 | 172'276 | 144'051 CHF | 49'740 CHF | 99.57% | 99.57% |