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 | 2.30% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 193'838 CHF | 66'113 CHF | 98.75% | 98.75% |
12.07.2024 | 2.12% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'601 CHF | 71'700 CHF | 98.82% | 98.82% |
11.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'508 CHF | 71'003 CHF | 98.79% | 98.79% |
10.07.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 217'306 CHF | 73'935 CHF | 98.76% | 98.76% |
09.07.2024 | 2.10% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'147 CHF | 72'549 CHF | 98.78% | 98.78% |
08.07.2024 | 2.37% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 187'918 CHF | 64'139 CHF | 98.80% | 98.80% |
05.07.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 190'384 CHF | 64'961 CHF | 98.73% | 98.73% |
04.07.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'202 CHF | 78'901 CHF | 98.78% | 98.78% |
03.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'926 CHF | 82'142 CHF | 98.83% | 98.83% |
02.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'231 CHF | 89'910 CHF | 98.72% | 98.72% |