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 | 2.50% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 118'788 CHF | 40'596 CHF | 99.38% | 99.38% |
12.07.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 109'450 CHF | 37'483 CHF | 99.38% | 99.38% |
11.07.2024 | 2.92% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 330'853 | 110'284 | 111'420 CHF | 38'243 CHF | 99.38% | 99.38% |
10.07.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 379'242 | 126'414 | 130'676 CHF | 44'823 CHF | 99.38% | 99.38% |
09.07.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 374'783 | 124'928 | 129'824 CHF | 44'524 CHF | 99.38% | 99.38% |
08.07.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 150'815 CHF | 51'772 CHF | 99.38% | 99.38% |
05.07.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 152'076 CHF | 52'192 CHF | 99.38% | 99.38% |
04.07.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 424'670 | 141'557 | 149'371 CHF | 51'206 CHF | 98.59% | 98.59% |
03.07.2024 | 3.05% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 145'311 CHF | 49'937 CHF | 99.38% | 99.38% |
02.07.2024 | 3.41% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 129'859 CHF | 44'787 CHF | 99.37% | 99.37% |