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 | 2.25% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 340'943 | 113'648 | 148'978 CHF | 50'796 CHF | 98.95% | 98.95% |
12.07.2024 | 1.82% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'473 CHF | 55'491 CHF | 99.17% | 99.17% |
11.07.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 160'929 CHF | 54'643 CHF | 99.17% | 99.17% |
10.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 156'381 CHF | 53'127 CHF | 98.71% | 98.71% |
09.07.2024 | 1.84% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 162'323 CHF | 55'108 CHF | 99.17% | 99.17% |
08.07.2024 | 1.57% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 189'144 CHF | 64'048 CHF | 99.15% | 99.15% |
05.07.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 186'614 CHF | 63'205 CHF | 99.16% | 99.16% |
04.07.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 171'570 CHF | 58'190 CHF | 99.17% | 99.17% |
03.07.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 332'561 | 110'854 | 148'298 CHF | 50'541 CHF | 99.16% | 99.16% |
02.07.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 442'983 | 147'661 | 182'569 CHF | 62'333 CHF | 99.16% | 99.16% |