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 | 1.87% | 0.53 CHF | 0.54 CHF | 225'000 | 75'000 | 225'000 | 74'998 | 119'597 CHF | 40'614 CHF | 99.38% | 99.38% |
12.07.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 133'810 CHF | 45'354 CHF | 99.38% | 99.38% |
11.07.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 225'000 | 75'000 | 225'000 | 74'966 | 128'473 CHF | 43'553 CHF | 91.41% | 91.41% |
10.07.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 220'523 CHF | 74'258 CHF | 99.36% | 99.36% |
09.07.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 225'000 | 75'000 | 219'479 | 73'160 | 235'564 CHF | 79'253 CHF | 99.37% | 99.37% |
08.07.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 150'000 | 50'000 | 150'042 | 50'014 | 173'927 CHF | 58'476 CHF | 99.38% | 99.38% |
05.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 150'000 | 50'000 | 150'045 | 50'018 | 171'597 CHF | 57'703 CHF | 99.00% | 99.00% |
04.07.2024 | 0.86% | 1.11 CHF | 1.12 CHF | 225'000 | 75'000 | 168'095 | 56'040 | 194'195 CHF | 65'302 CHF | 91.02% | 91.02% |
03.07.2024 | 1.12% | 0.95 CHF | 0.96 CHF | 225'000 | 75'000 | 224'996 | 75'000 | 200'548 CHF | 67'601 CHF | 99.38% | 99.38% |
02.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 165'138 CHF | 55'796 CHF | 99.38% | 99.38% |