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 | 1.88% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 157'735 CHF | 53'578 CHF | 90.24% | 90.24% |
12.07.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 162'162 CHF | 55'054 CHF | 97.77% | 97.77% |
11.07.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'806 CHF | 79'435 CHF | 95.80% | 95.80% |
10.07.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'671 CHF | 78'724 CHF | 95.40% | 95.40% |
09.07.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 224'482 CHF | 76'328 CHF | 96.78% | 96.78% |
08.07.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'683 CHF | 84'728 CHF | 95.66% | 95.66% |
05.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'026 CHF | 81'842 CHF | 91.84% | 91.84% |
04.07.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'366 CHF | 78'955 CHF | 88.83% | 88.83% |
03.07.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 219'133 CHF | 74'544 CHF | 94.24% | 94.24% |
02.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'561 CHF | 71'020 CHF | 95.90% | 95.90% |