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 | 2.93% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 151'649 CHF | 52'050 CHF | 99.27% | 99.27% |
12.07.2024 | 3.22% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 137'621 CHF | 47'374 CHF | 99.27% | 99.27% |
11.07.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'454 CHF | 50'318 CHF | 99.27% | 99.27% |
10.07.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'387 CHF | 50'296 CHF | 99.27% | 99.27% |
09.07.2024 | 2.87% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'425 CHF | 52'975 CHF | 99.27% | 99.27% |
08.07.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'432 CHF | 55'311 CHF | 99.24% | 99.24% |
05.07.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 159'558 CHF | 54'686 CHF | 99.27% | 99.27% |
04.07.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 159'488 CHF | 54'663 CHF | 99.27% | 99.27% |
03.07.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'145 CHF | 55'215 CHF | 99.27% | 99.27% |
02.07.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'165 CHF | 55'222 CHF | 99.27% | 99.27% |