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 | 2.51% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 177'239 CHF | 60'580 CHF | 99.27% | 99.27% |
12.07.2024 | 2.62% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'519 CHF | 58'006 CHF | 99.27% | 99.27% |
11.07.2024 | 2.81% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 157'777 CHF | 54'092 CHF | 99.27% | 99.27% |
10.07.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'311 CHF | 55'270 CHF | 99.27% | 99.27% |
09.07.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 170'458 CHF | 58'319 CHF | 99.27% | 99.27% |
08.07.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'896 CHF | 58'132 CHF | 99.21% | 99.21% |
05.07.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 179'842 CHF | 61'447 CHF | 99.26% | 99.26% |
04.07.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 189'782 CHF | 64'761 CHF | 99.27% | 99.27% |
03.07.2024 | 2.68% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'442 CHF | 56'981 CHF | 99.27% | 99.27% |
02.07.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 152'082 CHF | 52'194 CHF | 99.27% | 99.27% |