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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.74% | 0.62 CHF | 0.63 CHF | 300'000 | 70'000 | 300'000 | 70'000 | 171'030 CHF | 40'607 CHF | 99.17% | 99.17% |
11.07.2024 | 1.84% | 0.58 CHF | 0.59 CHF | 300'000 | 70'000 | 300'000 | 70'000 | 161'335 CHF | 38'345 CHF | 99.16% | 99.16% |
10.07.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 300'000 | 70'000 | 300'000 | 70'000 | 163'582 CHF | 38'869 CHF | 99.17% | 99.17% |
09.07.2024 | 1.77% | 0.51 CHF | 0.52 CHF | 300'000 | 70'000 | 300'000 | 70'000 | 167'828 CHF | 39'860 CHF | 99.17% | 99.17% |
08.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 300'000 | 70'000 | 300'000 | 70'000 | 173'468 CHF | 41'176 CHF | 99.16% | 99.16% |
05.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 300'000 | 70'000 | 300'000 | 70'000 | 180'003 CHF | 42'701 CHF | 99.16% | 99.16% |
04.07.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 300'000 | 70'000 | 320'976 | 70'000 | 174'773 CHF | 38'891 CHF | 99.17% | 99.17% |
03.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 450'000 | 70'000 | 450'000 | 70'000 | 217'900 CHF | 34'596 CHF | 99.16% | 99.16% |
02.07.2024 | 2.30% | 0.47 CHF | 0.48 CHF | 450'000 | 70'000 | 450'000 | 70'000 | 193'526 CHF | 30'804 CHF | 99.16% | 99.16% |
01.07.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 450'000 | 70'000 | 450'000 | 70'000 | 192'691 CHF | 30'674 CHF | 93.40% | 93.40% |