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 | 3.37% | 0.29 CHF | 0.30 CHF | 1'500'000 | 150'000 | 1'500'000 | 158'447 | 438'341 CHF | 47'840 CHF | 99.27% | 99.27% |
12.07.2024 | 3.14% | 0.30 CHF | 0.31 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 470'577 CHF | 48'558 CHF | 99.27% | 99.27% |
11.07.2024 | 3.05% | 0.34 CHF | 0.35 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 484'664 CHF | 49'966 CHF | 99.27% | 99.27% |
10.07.2024 | 3.58% | 0.30 CHF | 0.31 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 412'275 CHF | 42'728 CHF | 99.27% | 99.27% |
09.07.2024 | 3.33% | 0.31 CHF | 0.32 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 444'009 CHF | 45'901 CHF | 99.27% | 99.27% |
08.07.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 1'500'000 | 150'000 | 1'500'000 | 186'699 | 406'086 CHF | 52'335 CHF | 99.24% | 99.24% |
05.07.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 1'500'000 | 200'000 | 1'500'000 | 190'770 | 386'681 CHF | 50'884 CHF | 99.27% | 99.27% |
04.07.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 456'758 CHF | 47'176 CHF | 99.27% | 99.27% |
03.07.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 452'723 CHF | 46'772 CHF | 99.27% | 99.27% |
02.07.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 443'492 CHF | 45'849 CHF | 99.27% | 99.27% |