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 | 2.09% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'144 CHF | 72'548 CHF | 99.27% | 99.27% |
12.07.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 229'670 CHF | 78'057 CHF | 99.27% | 99.27% |
11.07.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 428'269 | 142'756 | 245'550 CHF | 83'278 CHF | 99.27% | 99.27% |
10.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 448'858 | 149'619 | 257'147 CHF | 87'212 CHF | 99.27% | 99.27% |
09.07.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'060 CHF | 85'520 CHF | 99.27% | 99.27% |
08.07.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 353'906 | 117'969 | 211'095 CHF | 71'545 CHF | 99.21% | 99.21% |
05.07.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 189'308 CHF | 64'103 CHF | 99.27% | 99.27% |
04.07.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 312'261 | 104'087 | 192'676 CHF | 65'266 CHF | 99.27% | 99.27% |
03.07.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 332'357 | 110'786 | 205'278 CHF | 69'534 CHF | 99.27% | 99.27% |
02.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 269'378 CHF | 91'293 CHF | 99.27% | 99.27% |