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 | 1.68% | 0.62 CHF | 0.63 CHF | 750'000 | 250'000 | 750'347 | 250'116 | 443'294 CHF | 150'266 CHF | 98.22% | 98.22% |
12.07.2024 | 2.32% | 0.51 CHF | 0.52 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 386'184 CHF | 131'728 CHF | 98.78% | 98.78% |
11.07.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 636'994 CHF | 258'797 CHF | 98.42% | 98.42% |
10.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 633'200 CHF | 257'280 CHF | 99.05% | 99.05% |
09.07.2024 | 1.81% | 0.60 CHF | 0.61 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 548'744 CHF | 223'497 CHF | 99.12% | 99.12% |
08.07.2024 | 1.91% | 0.57 CHF | 0.58 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 517'863 CHF | 211'145 CHF | 98.93% | 98.93% |
05.07.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 1'000'000 | 400'000 | 999'967 | 400'000 | 526'134 CHF | 214'460 CHF | 98.88% | 98.88% |
04.07.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 488'477 CHF | 199'391 CHF | 99.36% | 99.36% |
03.07.2024 | 2.32% | 0.48 CHF | 0.49 CHF | 1'000'000 | 400'000 | 999'773 | 400'000 | 427'900 CHF | 175'199 CHF | 98.88% | 98.88% |
02.07.2024 | 3.89% | 0.36 CHF | 0.37 CHF | 1'000'000 | 400'000 | 1'000'000 | 473'716 | 260'483 CHF | 125'940 CHF | 97.30% | 97.30% |