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 | 1.47% | 0.68 CHF | 0.69 CHF | 225'000 | 75'000 | 224'984 | 74'983 | 151'710 CHF | 51'312 CHF | 99.38% | 99.38% |
12.07.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 225'000 | 75'000 | 224'999 | 74'994 | 167'616 CHF | 56'618 CHF | 99.37% | 99.37% |
11.07.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 225'000 | 75'000 | 224'514 | 74'829 | 161'093 CHF | 54'440 CHF | 91.41% | 91.41% |
10.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 176'575 CHF | 59'358 CHF | 99.36% | 99.36% |
09.07.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 191'729 CHF | 64'410 CHF | 99.37% | 99.37% |
08.07.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 205'294 CHF | 68'932 CHF | 99.38% | 99.38% |
05.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 202'696 CHF | 68'065 CHF | 99.00% | 99.00% |
04.07.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 205'332 CHF | 68'944 CHF | 91.02% | 91.02% |
03.07.2024 | 0.93% | 1.14 CHF | 1.15 CHF | 150'000 | 50'000 | 155'048 | 51'683 | 165'954 CHF | 55'835 CHF | 99.38% | 99.38% |
02.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 202'529 CHF | 68'260 CHF | 99.37% | 99.37% |