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 | 1.92% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'414 CHF | 52'471 CHF | 99.16% | 99.16% |
12.07.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 162'740 CHF | 55'247 CHF | 99.17% | 99.17% |
11.07.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 156'496 CHF | 53'165 CHF | 99.17% | 99.17% |
10.07.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 162'419 CHF | 55'140 CHF | 99.16% | 99.16% |
09.07.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 156'951 CHF | 53'317 CHF | 99.17% | 99.17% |
08.07.2024 | 2.04% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 146'040 CHF | 49'680 CHF | 99.15% | 99.15% |
05.07.2024 | 2.24% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 132'328 CHF | 45'109 CHF | 98.83% | 98.83% |
04.07.2024 | 2.56% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 317'543 | 105'848 | 122'778 CHF | 41'985 CHF | 99.00% | 99.00% |
03.07.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'807 CHF | 34'436 CHF | 99.17% | 99.17% |
02.07.2024 | 4.91% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 89'595 CHF | 31'365 CHF | 99.16% | 99.16% |