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 | 2.17% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 654'491 | 218'164 | 297'325 CHF | 101'290 CHF | 98.50% | 98.50% |
12.07.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 743'851 | 247'950 | 332'573 CHF | 113'337 CHF | 99.02% | 99.02% |
11.07.2024 | 1.89% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 314'937 CHF | 106'979 CHF | 97.86% | 97.86% |
10.07.2024 | 1.81% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 328'453 CHF | 111'484 CHF | 98.98% | 98.98% |
09.07.2024 | 1.81% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 329'433 CHF | 111'811 CHF | 98.88% | 98.88% |
08.07.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 325'392 CHF | 110'464 CHF | 98.99% | 98.99% |
05.07.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 330'842 CHF | 112'281 CHF | 98.66% | 98.66% |
04.07.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 330'838 CHF | 112'279 CHF | 99.37% | 99.37% |
03.07.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 349'991 CHF | 118'664 CHF | 99.10% | 99.10% |
02.07.2024 | 1.85% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 321'268 CHF | 109'089 CHF | 98.99% | 98.99% |