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 | 3.63% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 121'862 CHF | 42'121 CHF | 97.85% | 97.85% |
12.07.2024 | 2.96% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 150'144 CHF | 51'548 CHF | 98.98% | 98.98% |
11.07.2024 | 2.49% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 178'811 CHF | 61'104 CHF | 95.31% | 95.31% |
10.07.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 187'421 CHF | 63'974 CHF | 88.14% | 88.14% |
09.07.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'428 CHF | 62'643 CHF | 99.31% | 99.31% |
08.07.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'731 CHF | 62'410 CHF | 95.44% | 95.44% |
05.07.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'655 CHF | 61'719 CHF | 96.73% | 96.73% |
04.07.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'000 CHF | 61'500 CHF | 99.31% | 99.31% |
03.07.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'417 CHF | 60'306 CHF | 97.16% | 97.16% |
02.07.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 184'190 CHF | 62'897 CHF | 94.60% | 94.60% |