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 | 1.38% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 602'578 | 200'859 | 432'851 CHF | 146'292 CHF | 99.38% | 99.38% |
12.07.2024 | 1.41% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 609'437 | 203'146 | 430'323 CHF | 145'473 CHF | 99.38% | 99.38% |
11.07.2024 | 1.51% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 723'814 | 241'271 | 476'610 CHF | 161'283 CHF | 99.38% | 99.38% |
10.07.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 447'529 CHF | 151'676 CHF | 99.37% | 99.37% |
09.07.2024 | 1.65% | 0.57 CHF | 0.58 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 450'615 CHF | 152'705 CHF | 99.38% | 99.38% |
08.07.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 456'296 CHF | 154'599 CHF | 99.38% | 99.38% |
05.07.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 482'887 CHF | 163'462 CHF | 99.37% | 99.37% |
04.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 471'609 CHF | 159'703 CHF | 98.58% | 98.58% |
03.07.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 458'792 CHF | 155'431 CHF | 99.38% | 99.38% |
02.07.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 413'926 CHF | 140'475 CHF | 99.38% | 99.38% |