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 | 1.63% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 274'402 CHF | 92'967 CHF | 98.92% | 98.92% |
12.07.2024 | 1.76% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'250 CHF | 86'250 CHF | 98.98% | 98.98% |
11.07.2024 | 2.00% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 223'430 CHF | 75'977 CHF | 98.93% | 98.93% |
10.07.2024 | 2.19% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'473 | 150'158 | 203'477 CHF | 69'327 CHF | 99.16% | 99.16% |
09.07.2024 | 2.19% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 467'386 | 155'795 | 211'179 CHF | 71'951 CHF | 99.06% | 99.06% |
08.07.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'083 CHF | 79'195 CHF | 99.09% | 99.09% |
05.07.2024 | 1.81% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'755 CHF | 83'752 CHF | 99.09% | 99.09% |
04.07.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'443 CHF | 77'648 CHF | 99.06% | 99.06% |
03.07.2024 | 2.04% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'862 CHF | 74'454 CHF | 99.22% | 99.22% |
02.07.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 455'134 | 151'711 | 214'634 CHF | 73'062 CHF | 99.17% | 99.17% |