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 | 2.83% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 333'365 | 111'122 | 115'866 CHF | 39'733 CHF | 99.17% | 99.17% |
12.07.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 111'797 CHF | 38'266 CHF | 99.17% | 99.17% |
11.07.2024 | 2.78% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 322'817 | 107'606 | 114'313 CHF | 39'180 CHF | 99.17% | 99.17% |
10.07.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 318'720 | 106'240 | 117'793 CHF | 40'327 CHF | 99.16% | 99.16% |
09.07.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 320'105 | 106'702 | 114'128 CHF | 39'110 CHF | 99.17% | 99.17% |
08.07.2024 | 3.00% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 414'248 | 138'083 | 135'755 CHF | 46'632 CHF | 99.15% | 99.15% |
05.07.2024 | 3.37% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 131'636 CHF | 45'379 CHF | 98.84% | 98.84% |
04.07.2024 | 4.02% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'006 | 150'002 | 112'967 CHF | 39'156 CHF | 99.00% | 99.00% |
03.07.2024 | 7.65% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 75'548 CHF | 27'183 CHF | 99.17% | 99.17% |
02.07.2024 | 8.68% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 612'588 | 204'196 | 67'609 CHF | 24'578 CHF | 99.16% | 99.16% |