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 | 1.92% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'695 CHF | 52'565 CHF | 99.57% | 99.57% |
12.07.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 166'372 CHF | 56'457 CHF | 99.58% | 99.58% |
11.07.2024 | 1.65% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 180'993 CHF | 61'331 CHF | 92.67% | 92.67% |
10.07.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 169'646 CHF | 57'549 CHF | 98.49% | 98.49% |
09.07.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 164'086 CHF | 55'695 CHF | 99.03% | 99.03% |
08.07.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'045 CHF | 56'682 CHF | 99.58% | 99.58% |
05.07.2024 | 2.24% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 314'719 | 104'906 | 139'115 CHF | 47'421 CHF | 89.81% | 89.81% |
04.07.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'702 CHF | 46'567 CHF | 99.20% | 99.20% |
03.07.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 400'764 | 133'588 | 171'110 CHF | 58'373 CHF | 97.72% | 97.72% |
02.07.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'805 CHF | 61'768 CHF | 95.41% | 95.41% |