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 | 2.28% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 195'234 CHF | 66'578 CHF | 99.38% | 99.38% |
12.07.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 432'470 | 150'000 | 172'621 CHF | 61'060 CHF | 92.42% | 92.66% |
11.07.2024 | 4.77% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 41'222 CHF | 43'222 CHF | 99.37% | 99.37% |
10.07.2024 | 5.16% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 37'809 CHF | 39'809 CHF | 99.37% | 99.37% |
09.07.2024 | 4.59% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 42'596 CHF | 44'596 CHF | 99.38% | 99.38% |
08.07.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 497'609 | 200'000 | 105'867 CHF | 44'738 CHF | 99.16% | 99.38% |
05.07.2024 | 4.15% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 141'667 CHF | 49'222 CHF | 99.38% | 99.38% |
04.07.2024 | 4.44% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 132'219 CHF | 46'073 CHF | 98.59% | 98.59% |
03.07.2024 | 4.54% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 129'353 CHF | 45'118 CHF | 99.38% | 99.38% |
02.07.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 140'385 CHF | 48'795 CHF | 99.37% | 99.37% |