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 | 2.31% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 192'487 CHF | 65'662 CHF | 97.95% | 97.95% |
12.07.2024 | 2.69% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'896 CHF | 56'465 CHF | 99.08% | 99.08% |
11.07.2024 | 3.23% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 137'317 CHF | 47'273 CHF | 95.39% | 95.39% |
10.07.2024 | 3.43% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 128'876 CHF | 44'459 CHF | 88.20% | 88.20% |
09.07.2024 | 3.28% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'838 CHF | 46'446 CHF | 99.41% | 99.41% |
08.07.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 132'596 CHF | 45'699 CHF | 95.56% | 95.56% |
05.07.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'919 CHF | 46'806 CHF | 96.83% | 96.83% |
04.07.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 138'800 CHF | 47'767 CHF | 99.41% | 99.41% |
03.07.2024 | 3.10% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 142'806 CHF | 49'102 CHF | 97.27% | 97.27% |
02.07.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'373 CHF | 46'625 CHF | 94.60% | 94.60% |