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 | 1.41% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 212'055 CHF | 71'685 CHF | 99.38% | 99.38% |
12.07.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 297'016 | 100'073 | 194'508 CHF | 66'472 CHF | 92.56% | 92.67% |
11.07.2024 | 2.63% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'840 CHF | 58'113 CHF | 99.37% | 99.37% |
10.07.2024 | 2.74% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 162'123 CHF | 55'541 CHF | 99.37% | 99.37% |
09.07.2024 | 2.56% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 173'769 CHF | 59'423 CHF | 99.37% | 99.37% |
08.07.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 173'068 CHF | 59'189 CHF | 99.38% | 99.38% |
05.07.2024 | 2.36% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 188'382 CHF | 64'294 CHF | 99.38% | 99.38% |
04.07.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 179'069 CHF | 61'190 CHF | 98.59% | 98.59% |
03.07.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'044 CHF | 60'181 CHF | 99.27% | 99.38% |
02.07.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 187'673 CHF | 64'058 CHF | 99.37% | 99.37% |