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 | 2.67% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'000 CHF | 56'834 CHF | 99.54% | 99.54% |
12.07.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 495'936 | 165'312 | 174'717 CHF | 59'892 CHF | 97.98% | 97.98% |
11.07.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 197'222 CHF | 67'741 CHF | 99.35% | 99.35% |
10.07.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 196'424 CHF | 67'474 CHF | 94.56% | 94.56% |
09.07.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 202'969 CHF | 69'656 CHF | 99.12% | 99.12% |
08.07.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 481'541 | 160'514 | 174'765 CHF | 59'860 CHF | 98.87% | 98.87% |
05.07.2024 | 2.77% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 487'077 | 162'359 | 172'849 CHF | 59'240 CHF | 99.56% | 99.56% |
04.07.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 451'987 | 150'662 | 165'341 CHF | 56'620 CHF | 99.58% | 99.58% |
03.07.2024 | 2.78% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 573'088 | 191'029 | 203'049 CHF | 69'593 CHF | 99.61% | 99.61% |
02.07.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 549'195 | 183'065 | 194'787 CHF | 66'760 CHF | 99.57% | 99.57% |