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 | 2.43% | 0.40 CHF | 0.41 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 609'655 CHF | 62'466 CHF | 99.27% | 99.27% |
12.07.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 651'742 CHF | 66'674 CHF | 99.27% | 99.27% |
11.07.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 669'005 CHF | 68'401 CHF | 99.27% | 99.27% |
10.07.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 642'366 CHF | 65'737 CHF | 99.27% | 99.27% |
09.07.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 666'125 CHF | 68'113 CHF | 99.27% | 99.27% |
08.07.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 603'700 CHF | 61'870 CHF | 99.24% | 99.24% |
05.07.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 583'049 CHF | 59'805 CHF | 99.27% | 99.27% |
04.07.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 664'073 CHF | 67'907 CHF | 99.27% | 99.27% |
03.07.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 656'210 CHF | 67'121 CHF | 99.27% | 99.27% |
02.07.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 640'364 CHF | 65'536 CHF | 99.27% | 99.27% |