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 | 2.14% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'820 CHF | 71'107 CHF | 98.95% | 98.95% |
12.07.2024 | 1.79% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'643 CHF | 84'714 CHF | 99.17% | 99.17% |
11.07.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'574 CHF | 83'692 CHF | 99.17% | 99.17% |
10.07.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'070 CHF | 81'857 CHF | 98.70% | 98.70% |
09.07.2024 | 1.80% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'113 CHF | 84'538 CHF | 99.17% | 99.17% |
08.07.2024 | 1.57% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 321'735 | 107'245 | 203'409 CHF | 68'876 CHF | 99.16% | 99.16% |
05.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 327'959 | 109'320 | 204'223 CHF | 69'168 CHF | 99.15% | 99.15% |
04.07.2024 | 1.73% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 447'878 | 149'293 | 256'892 CHF | 87'124 CHF | 99.17% | 99.17% |
03.07.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'778 CHF | 71'093 CHF | 99.17% | 99.17% |
02.07.2024 | 2.27% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'201 CHF | 66'900 CHF | 99.16% | 99.16% |