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 | 1.90% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 444'076 | 148'025 | 232'201 CHF | 78'881 CHF | 99.18% | 99.18% |
12.07.2024 | 2.18% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 204'466 CHF | 69'655 CHF | 99.38% | 99.38% |
11.07.2024 | 2.43% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'060 CHF | 62'520 CHF | 98.80% | 98.80% |
10.07.2024 | 2.66% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 167'422 CHF | 57'307 CHF | 98.50% | 98.50% |
09.07.2024 | 2.46% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'187 CHF | 61'896 CHF | 99.58% | 99.58% |
08.07.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'498 CHF | 62'333 CHF | 96.26% | 96.26% |
05.07.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 195'947 CHF | 66'816 CHF | 99.47% | 99.47% |
04.07.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 204'378 CHF | 69'626 CHF | 99.40% | 99.40% |
03.07.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'415 CHF | 63'638 CHF | 99.56% | 99.56% |
02.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 189'028 CHF | 64'509 CHF | 99.42% | 99.42% |