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 | 2.66% | 0.37 CHF | 0.38 CHF | 1'500'000 | 200'000 | 1'500'000 | 183'614 | 557'303 CHF | 70'023 CHF | 99.27% | 99.27% |
12.07.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 588'090 CHF | 60'309 CHF | 99.27% | 99.27% |
11.07.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 600'711 CHF | 61'571 CHF | 99.27% | 99.27% |
10.07.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 546'615 CHF | 56'162 CHF | 99.27% | 99.27% |
09.07.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 570'350 CHF | 58'535 CHF | 99.27% | 99.27% |
08.07.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 1'500'000 | 150'000 | 1'500'000 | 176'037 | 529'069 CHF | 63'746 CHF | 99.24% | 99.24% |
05.07.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 1'500'000 | 200'000 | 1'500'000 | 190'771 | 509'247 CHF | 66'485 CHF | 99.27% | 99.27% |
04.07.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 578'019 CHF | 59'302 CHF | 99.27% | 99.27% |
03.07.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 575'376 CHF | 59'038 CHF | 99.27% | 99.27% |
02.07.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 561'742 CHF | 57'674 CHF | 99.27% | 99.27% |