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 | 1.19% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 499'834 CHF | 168'611 CHF | 98.99% | 98.99% |
12.07.2024 | 1.23% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 486'512 CHF | 164'171 CHF | 95.25% | 95.25% |
11.07.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 507'770 CHF | 171'257 CHF | 93.79% | 93.79% |
10.07.2024 | 1.30% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 459'996 CHF | 155'332 CHF | 95.44% | 95.44% |
09.07.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 460'258 CHF | 155'419 CHF | 97.23% | 97.23% |
08.07.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 411'459 CHF | 139'153 CHF | 94.86% | 94.86% |
05.07.2024 | 1.81% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 329'851 CHF | 111'950 CHF | 86.05% | 86.05% |
04.07.2024 | 1.84% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 323'190 CHF | 109'730 CHF | 99.37% | 99.37% |
03.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 321'786 CHF | 109'262 CHF | 89.24% | 89.24% |
02.07.2024 | 2.27% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 743'171 | 247'724 | 323'189 CHF | 110'207 CHF | 97.40% | 97.40% |