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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 3.17% | 0.28 CHF | 0.29 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 155'942 CHF | 160'942 CHF | 100.00% | 100.00% |
11.07.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 184'835 CHF | 189'835 CHF | 99.90% | 99.90% |
10.07.2024 | 1.91% | 0.45 CHF | 0.46 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 233'510 CHF | 238'010 CHF | 100.00% | 100.00% |
09.07.2024 | 2.02% | 0.56 CHF | 0.57 CHF | 460'000 | 460'000 | 458'307 | 458'307 | 226'836 CHF | 231'436 CHF | 100.00% | 100.00% |
08.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 440'000 | 440'000 | 439'209 | 439'209 | 238'597 CHF | 242'997 CHF | 100.00% | 100.00% |
05.07.2024 | 1.86% | 0.61 CHF | 0.62 CHF | 480'000 | 480'000 | 480'000 | 480'000 | 257'309 CHF | 262'109 CHF | 99.98% | 99.98% |
04.07.2024 | 1.79% | 0.52 CHF | 0.53 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 249'351 CHF | 253'851 CHF | 100.00% | 100.00% |
03.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 440'000 | 440'000 | 440'000 | 440'000 | 259'849 CHF | 264'249 CHF | 100.00% | 100.00% |
02.07.2024 | 1.44% | 0.62 CHF | 0.63 CHF | 470'000 | 470'000 | 470'000 | 470'000 | 325'614 CHF | 330'314 CHF | 99.99% | 99.99% |
01.07.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 430'000 | 430'000 | 430'000 | 430'000 | 251'252 CHF | 255'552 CHF | 98.35% | 98.35% |