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 | 1.46% | 0.68 CHF | 0.69 CHF | 150'000 | 50'000 | 150'587 | 50'196 | 102'395 CHF | 34'634 CHF | 99.38% | 99.38% |
12.07.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 117'571 CHF | 39'690 CHF | 99.38% | 99.38% |
11.07.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 150'000 | 50'000 | 154'791 | 51'597 | 116'227 CHF | 39'258 CHF | 91.41% | 91.41% |
10.07.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 190'630 CHF | 64'043 CHF | 99.36% | 99.36% |
09.07.2024 | 0.72% | 1.34 CHF | 1.35 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 207'605 CHF | 69'702 CHF | 99.37% | 99.37% |
08.07.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 222'792 CHF | 74'764 CHF | 99.38% | 99.38% |
05.07.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 219'832 CHF | 73'778 CHF | 99.00% | 99.00% |
04.07.2024 | 0.67% | 1.43 CHF | 1.44 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 221'985 CHF | 74'495 CHF | 91.02% | 91.02% |
03.07.2024 | 0.86% | 1.22 CHF | 1.23 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 173'791 CHF | 58'430 CHF | 99.37% | 99.37% |
02.07.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 144'662 CHF | 48'721 CHF | 99.38% | 99.38% |