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 | 1.83% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 325'080 CHF | 110'360 CHF | 99.45% | 99.45% |
12.07.2024 | 1.88% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 316'282 CHF | 107'427 CHF | 95.06% | 95.06% |
11.07.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 750'000 | 250'000 | 609'566 | 203'189 | 339'925 CHF | 115'340 CHF | 94.37% | 94.37% |
10.07.2024 | 2.03% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 726'565 | 242'188 | 354'162 CHF | 120'476 CHF | 95.09% | 95.09% |
09.07.2024 | 2.01% | 0.47 CHF | 0.48 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 370'419 CHF | 125'973 CHF | 97.13% | 97.13% |
08.07.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 318'534 CHF | 108'678 CHF | 94.94% | 94.94% |
05.07.2024 | 3.11% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 785'867 | 261'956 | 249'943 CHF | 85'934 CHF | 85.86% | 85.86% |
04.07.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 895'825 | 298'608 | 277'416 CHF | 95'458 CHF | 99.37% | 99.37% |
03.07.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 865'937 | 288'646 | 267'599 CHF | 92'086 CHF | 88.56% | 88.56% |
02.07.2024 | 4.12% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 214'041 CHF | 74'347 CHF | 97.47% | 97.47% |