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 | 3.30% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 477'522 | 159'174 | 142'052 CHF | 48'943 CHF | 99.53% | 99.53% |
12.07.2024 | 3.47% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 583'480 | 194'493 | 164'894 CHF | 56'910 CHF | 97.72% | 97.72% |
11.07.2024 | 3.80% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 155'140 CHF | 53'713 CHF | 99.43% | 99.43% |
10.07.2024 | 3.81% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 154'435 CHF | 53'478 CHF | 94.55% | 94.55% |
09.07.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 160'929 CHF | 55'643 CHF | 99.15% | 99.15% |
08.07.2024 | 3.35% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 501'506 | 167'169 | 146'706 CHF | 50'574 CHF | 98.90% | 98.90% |
05.07.2024 | 3.47% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 169'895 CHF | 58'632 CHF | 99.58% | 99.58% |
04.07.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 173'984 CHF | 59'995 CHF | 99.57% | 99.57% |
03.07.2024 | 3.49% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 169'195 CHF | 58'398 CHF | 99.49% | 99.49% |
02.07.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 170'660 CHF | 58'887 CHF | 99.52% | 99.52% |