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 | 4.19% | 0.22 CHF | 0.23 CHF | 600'000 | 150'000 | 599'959 | 149'941 | 141'470 CHF | 36'856 CHF | 99.38% | 99.38% |
12.07.2024 | 4.11% | 0.26 CHF | 0.27 CHF | 600'000 | 150'000 | 599'984 | 150'000 | 144'251 CHF | 37'564 CHF | 99.38% | 99.38% |
11.07.2024 | 3.08% | 0.25 CHF | 0.26 CHF | 600'000 | 150'000 | 503'112 | 149'983 | 161'613 CHF | 50'379 CHF | 99.37% | 99.37% |
10.07.2024 | 1.44% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 309'488 CHF | 104'663 CHF | 99.36% | 99.36% |
09.07.2024 | 1.50% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'825 CHF | 100'775 CHF | 99.37% | 99.37% |
08.07.2024 | 1.59% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 281'664 CHF | 95'388 CHF | 99.38% | 99.38% |
05.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'246 CHF | 89'915 CHF | 99.38% | 99.38% |
04.07.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'752 CHF | 90'084 CHF | 98.82% | 98.82% |
03.07.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'651 CHF | 87'384 CHF | 99.37% | 99.37% |
02.07.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'584 CHF | 81'361 CHF | 99.37% | 99.37% |