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 | 2.98% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'057 CHF | 51'186 CHF | 99.17% | 99.17% |
12.07.2024 | 3.16% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 505'977 | 150'000 | 157'179 CHF | 48'306 CHF | 99.17% | 99.17% |
11.07.2024 | 3.17% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 550'294 | 150'000 | 170'455 CHF | 48'043 CHF | 99.16% | 99.16% |
10.07.2024 | 3.29% | 0.31 CHF | 0.32 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 179'552 CHF | 46'388 CHF | 99.16% | 99.16% |
09.07.2024 | 3.33% | 0.28 CHF | 0.29 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 177'357 CHF | 45'839 CHF | 99.17% | 99.17% |
08.07.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 600'000 | 150'000 | 591'723 | 150'000 | 169'672 CHF | 44'580 CHF | 99.16% | 99.16% |
05.07.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'375 CHF | 50'292 CHF | 99.15% | 99.15% |
04.07.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 553'233 | 150'000 | 174'577 CHF | 48'960 CHF | 99.17% | 99.17% |
03.07.2024 | 3.16% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 568'566 | 150'000 | 176'650 CHF | 48'304 CHF | 99.15% | 99.15% |
02.07.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 183'501 CHF | 47'375 CHF | 99.17% | 99.17% |