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 | 1.17% | 0.85 CHF | 0.86 CHF | 225'000 | 75'000 | 224'712 | 74'904 | 190'451 CHF | 64'233 CHF | 99.38% | 99.38% |
12.07.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 225'000 | 75'000 | 159'572 | 53'191 | 147'217 CHF | 49'604 CHF | 99.38% | 99.38% |
11.07.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 150'000 | 50'000 | 203'979 | 67'991 | 180'813 CHF | 60'949 CHF | 91.41% | 91.41% |
10.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 209'848 CHF | 70'450 CHF | 99.36% | 99.36% |
09.07.2024 | 0.66% | 1.47 CHF | 1.48 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 225'924 CHF | 75'808 CHF | 99.37% | 99.37% |
08.07.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 240'338 CHF | 80'613 CHF | 99.38% | 99.38% |
05.07.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 237'371 CHF | 79'624 CHF | 99.00% | 99.00% |
04.07.2024 | 0.62% | 1.55 CHF | 1.56 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 239'936 CHF | 80'479 CHF | 91.02% | 91.02% |
03.07.2024 | 0.78% | 1.35 CHF | 1.36 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 192'490 CHF | 64'664 CHF | 99.38% | 99.38% |
02.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 164'132 CHF | 55'211 CHF | 99.38% | 99.38% |