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 | 2.27% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'054 CHF | 66'851 CHF | 97.85% | 97.85% |
12.07.2024 | 2.63% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'068 CHF | 57'856 CHF | 98.98% | 98.98% |
11.07.2024 | 3.17% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 140'196 CHF | 48'232 CHF | 95.29% | 95.29% |
10.07.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 132'673 CHF | 45'724 CHF | 88.13% | 88.13% |
09.07.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 136'903 CHF | 47'134 CHF | 99.31% | 99.31% |
08.07.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 136'742 CHF | 47'081 CHF | 95.44% | 95.44% |
05.07.2024 | 3.16% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 140'020 CHF | 48'173 CHF | 96.74% | 96.74% |
04.07.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 141'311 CHF | 48'604 CHF | 99.31% | 99.31% |
03.07.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'619 CHF | 50'373 CHF | 97.17% | 97.17% |
02.07.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 138'785 CHF | 47'762 CHF | 94.60% | 94.60% |