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 | 2.40% | 0.39 CHF | 0.40 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 618'231 CHF | 63'323 CHF | 99.27% | 99.27% |
12.07.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 678'068 CHF | 69'307 CHF | 99.27% | 99.27% |
11.07.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 721'020 CHF | 73'602 CHF | 99.27% | 99.27% |
10.07.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 678'366 CHF | 69'337 CHF | 99.27% | 99.27% |
09.07.2024 | 2.03% | 0.43 CHF | 0.44 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 731'566 CHF | 74'657 CHF | 99.27% | 99.27% |
08.07.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 785'676 CHF | 80'068 CHF | 99.24% | 99.24% |
05.07.2024 | 2.30% | 0.46 CHF | 0.47 CHF | 1'500'000 | 150'000 | 1'500'000 | 151'897 | 646'338 CHF | 66'843 CHF | 99.27% | 99.27% |
04.07.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 1'500'000 | 200'000 | 1'500'000 | 154'604 | 576'178 CHF | 60'866 CHF | 99.27% | 99.27% |
03.07.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 1'500'000 | 150'000 | 1'500'000 | 167'254 | 558'809 CHF | 63'790 CHF | 99.27% | 99.27% |
02.07.2024 | 2.74% | 0.39 CHF | 0.40 CHF | 1'500'000 | 150'000 | 1'500'000 | 195'931 | 541'287 CHF | 72'578 CHF | 99.27% | 99.27% |