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 | 2.13% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 209'633 CHF | 71'378 CHF | 98.73% | 98.73% |
12.07.2024 | 2.31% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 193'704 CHF | 66'068 CHF | 98.80% | 98.80% |
11.07.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 195'611 CHF | 66'704 CHF | 98.79% | 98.79% |
10.07.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'173 CHF | 63'558 CHF | 98.73% | 98.73% |
09.07.2024 | 2.35% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 190'358 CHF | 64'953 CHF | 98.78% | 98.78% |
08.07.2024 | 2.06% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 216'100 CHF | 73'533 CHF | 98.80% | 98.80% |
05.07.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'860 CHF | 73'120 CHF | 98.73% | 98.73% |
04.07.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 173'044 CHF | 59'181 CHF | 98.78% | 98.78% |
03.07.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 163'579 CHF | 56'026 CHF | 98.83% | 98.83% |
02.07.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 139'499 CHF | 48'000 CHF | 98.72% | 98.72% |