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 | 2.10% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'303 CHF | 48'101 CHF | 99.54% | 99.54% |
12.07.2024 | 1.90% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 156'166 CHF | 53'056 CHF | 99.38% | 99.38% |
11.07.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 369'192 | 123'064 | 167'616 CHF | 57'103 CHF | 98.91% | 98.91% |
10.07.2024 | 2.36% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 188'923 CHF | 64'474 CHF | 99.58% | 99.58% |
09.07.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 178'579 CHF | 61'026 CHF | 99.55% | 99.55% |
08.07.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 446'077 | 148'692 | 194'840 CHF | 66'434 CHF | 99.57% | 99.57% |
05.07.2024 | 2.42% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'882 CHF | 62'794 CHF | 99.51% | 99.51% |
04.07.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'640 CHF | 62'713 CHF | 99.57% | 99.57% |
03.07.2024 | 2.02% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 326'891 | 108'964 | 159'281 CHF | 54'183 CHF | 99.53% | 99.53% |
02.07.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 326'870 | 108'957 | 159'649 CHF | 54'306 CHF | 99.27% | 99.27% |