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 | 1.40% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'912 CHF | 107'804 CHF | 93.53% | 93.53% |
12.07.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'395 CHF | 96'965 CHF | 94.35% | 94.35% |
11.07.2024 | 1.81% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'725 CHF | 83'742 CHF | 90.60% | 90.60% |
10.07.2024 | 2.00% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 453'069 | 151'023 | 223'948 CHF | 76'160 CHF | 87.13% | 87.13% |
09.07.2024 | 2.09% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 477'748 | 159'249 | 225'731 CHF | 76'836 CHF | 84.57% | 84.57% |
08.07.2024 | 1.91% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'963 CHF | 79'154 CHF | 85.73% | 85.73% |
05.07.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 238'685 CHF | 81'062 CHF | 91.19% | 91.19% |
04.07.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 517'117 | 172'372 | 247'762 CHF | 84'311 CHF | 80.00% | 80.00% |
03.07.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 544'161 | 181'387 | 264'310 CHF | 89'917 CHF | 91.65% | 91.65% |
02.07.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 596'826 | 198'942 | 258'797 CHF | 88'255 CHF | 96.56% | 96.56% |