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 | 2.68% | 0.35 CHF | 0.36 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 552'545 CHF | 94'591 CHF | 99.27% | 99.27% |
12.07.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 587'240 CHF | 100'373 CHF | 99.27% | 99.27% |
11.07.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 614'941 CHF | 104'990 CHF | 99.27% | 99.27% |
10.07.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 588'184 CHF | 100'531 CHF | 99.27% | 99.27% |
09.07.2024 | 2.38% | 0.38 CHF | 0.39 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 621'706 CHF | 106'118 CHF | 99.27% | 99.27% |
08.07.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 1'500'000 | 250'000 | 1'500'000 | 232'103 | 652'456 CHF | 103'059 CHF | 99.25% | 99.25% |
05.07.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 565'265 CHF | 96'711 CHF | 99.27% | 99.27% |
04.07.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 524'078 CHF | 89'846 CHF | 99.27% | 99.27% |
03.07.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 509'258 CHF | 87'376 CHF | 99.27% | 99.27% |
02.07.2024 | 2.97% | 0.35 CHF | 0.36 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 497'245 CHF | 85'374 CHF | 99.27% | 99.27% |