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 | 6.13% | 0.16 CHF | 0.17 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 79'224 CHF | 25'267 CHF | 99.38% | 99.38% |
12.07.2024 | 5.05% | 0.18 CHF | 0.19 CHF | 500'000 | 150'000 | 499'989 | 150'000 | 96'664 CHF | 30'500 CHF | 99.38% | 99.38% |
11.07.2024 | 5.41% | 0.19 CHF | 0.20 CHF | 500'000 | 150'000 | 500'000 | 148'267 | 91'867 CHF | 28'509 CHF | 91.39% | 91.39% |
10.07.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 213'671 CHF | 43'734 CHF | 99.36% | 99.36% |
09.07.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 500'000 | 100'000 | 500'000 | 79'472 | 245'693 CHF | 39'743 CHF | 99.37% | 99.37% |
08.07.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 275'242 CHF | 42'036 CHF | 99.38% | 99.38% |
05.07.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 272'326 CHF | 41'599 CHF | 99.00% | 99.00% |
04.07.2024 | 1.79% | 0.53 CHF | 0.54 CHF | 500'000 | 75'000 | 500'000 | 75'289 | 278'271 CHF | 42'636 CHF | 91.02% | 91.02% |
03.07.2024 | 2.59% | 0.41 CHF | 0.42 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 191'087 CHF | 39'217 CHF | 99.38% | 99.38% |
02.07.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 143'375 CHF | 29'675 CHF | 99.37% | 99.37% |