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 | 3.20% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 138'243 CHF | 47'581 CHF | 97.95% | 97.95% |
12.07.2024 | 3.98% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 110'859 CHF | 38'453 CHF | 99.08% | 99.08% |
11.07.2024 | 5.34% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 82'713 CHF | 29'071 CHF | 95.40% | 95.40% |
10.07.2024 | 5.85% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 74'809 CHF | 26'436 CHF | 88.20% | 88.20% |
09.07.2024 | 5.46% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 80'252 CHF | 28'251 CHF | 99.42% | 99.42% |
08.07.2024 | 5.58% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 78'533 CHF | 27'678 CHF | 95.56% | 95.56% |
05.07.2024 | 5.36% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 81'691 CHF | 28'730 CHF | 96.83% | 96.83% |
04.07.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 84'322 CHF | 29'607 CHF | 99.41% | 99.41% |
03.07.2024 | 4.96% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 88'634 CHF | 31'045 CHF | 97.26% | 97.26% |
02.07.2024 | 5.44% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 80'505 CHF | 28'335 CHF | 94.60% | 94.60% |