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 | 2.09% | 0.45 CHF | 0.46 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 712'022 CHF | 96'936 CHF | 99.27% | 99.27% |
12.07.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 761'360 CHF | 103'515 CHF | 99.27% | 99.27% |
11.07.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 793'740 CHF | 107'832 CHF | 99.27% | 99.27% |
10.07.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 758'662 CHF | 103'155 CHF | 99.27% | 99.27% |
09.07.2024 | 1.86% | 0.48 CHF | 0.49 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 801'356 CHF | 108'847 CHF | 99.27% | 99.27% |
08.07.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 840'972 CHF | 114'130 CHF | 99.25% | 99.25% |
05.07.2024 | 2.04% | 0.51 CHF | 0.52 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 727'487 CHF | 98'998 CHF | 99.27% | 99.27% |
04.07.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 670'992 CHF | 91'466 CHF | 99.27% | 99.27% |
03.07.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 652'313 CHF | 88'975 CHF | 99.27% | 99.27% |
02.07.2024 | 2.34% | 0.45 CHF | 0.46 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 634'050 CHF | 86'540 CHF | 99.27% | 99.27% |