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 | 2.75% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'722 CHF | 55'407 CHF | 97.95% | 97.95% |
12.07.2024 | 2.34% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 190'391 CHF | 64'964 CHF | 99.08% | 99.08% |
11.07.2024 | 2.04% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'883 CHF | 74'461 CHF | 95.42% | 95.42% |
10.07.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 226'750 CHF | 77'083 CHF | 88.20% | 88.20% |
09.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 222'460 CHF | 75'653 CHF | 99.41% | 99.41% |
08.07.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 222'966 CHF | 75'822 CHF | 95.56% | 95.56% |
05.07.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 220'113 CHF | 74'871 CHF | 96.83% | 96.83% |
04.07.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 220'500 CHF | 75'000 CHF | 99.41% | 99.41% |
03.07.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 216'125 CHF | 73'542 CHF | 97.27% | 97.27% |
02.07.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 223'960 CHF | 76'154 CHF | 94.60% | 94.60% |