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 | 2.39% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 124'018 CHF | 42'340 CHF | 99.65% | 99.65% |
12.07.2024 | 2.51% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 118'091 CHF | 40'364 CHF | 97.66% | 97.66% |
11.07.2024 | 2.77% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 446'943 | 148'981 | 159'381 CHF | 54'617 CHF | 99.45% | 99.45% |
10.07.2024 | 2.78% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 159'815 CHF | 54'772 CHF | 94.55% | 94.55% |
09.07.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 447'747 | 149'249 | 166'450 CHF | 56'976 CHF | 99.13% | 99.13% |
08.07.2024 | 2.37% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'050 | 100'017 | 125'397 CHF | 42'799 CHF | 98.88% | 98.88% |
05.07.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 303'797 | 101'266 | 120'527 CHF | 41'188 CHF | 99.51% | 99.51% |
04.07.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 122'470 CHF | 41'823 CHF | 99.58% | 99.58% |
03.07.2024 | 2.50% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 301'091 | 100'364 | 118'744 CHF | 40'585 CHF | 99.55% | 99.55% |
02.07.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 308'656 | 102'885 | 121'777 CHF | 41'621 CHF | 99.54% | 99.54% |