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 | 3.07% | 0.32 CHF | 0.33 CHF | 250'000 | 75'000 | 250'000 | 80'548 | 80'360 CHF | 26'596 CHF | 99.38% | 99.38% |
12.07.2024 | 2.58% | 0.36 CHF | 0.37 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 95'862 CHF | 29'509 CHF | 99.37% | 99.37% |
11.07.2024 | 2.76% | 0.38 CHF | 0.39 CHF | 250'000 | 75'000 | 250'000 | 77'012 | 90'757 CHF | 28'619 CHF | 91.41% | 91.41% |
10.07.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 250'000 | 75'000 | 250'000 | 74'523 | 191'023 CHF | 57'676 CHF | 99.37% | 99.37% |
09.07.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 215'104 CHF | 43'521 CHF | 99.37% | 99.37% |
08.07.2024 | 1.05% | 0.91 CHF | 0.92 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 237'255 CHF | 47'951 CHF | 99.38% | 99.38% |
05.07.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 234'118 CHF | 47'324 CHF | 99.00% | 99.00% |
04.07.2024 | 1.05% | 0.91 CHF | 0.92 CHF | 250'000 | 50'000 | 249'942 | 50'000 | 238'266 CHF | 48'164 CHF | 91.02% | 91.02% |
03.07.2024 | 1.45% | 0.74 CHF | 0.75 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 171'589 CHF | 52'227 CHF | 99.38% | 99.38% |
02.07.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 135'856 CHF | 41'507 CHF | 99.38% | 99.38% |