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 | 1.46% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 409'481 CHF | 138'494 CHF | 99.02% | 99.02% |
12.07.2024 | 1.51% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 394'790 CHF | 133'597 CHF | 95.98% | 95.98% |
11.07.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 415'075 CHF | 140'358 CHF | 94.57% | 94.57% |
10.07.2024 | 1.61% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 371'026 CHF | 125'675 CHF | 94.92% | 94.92% |
09.07.2024 | 1.60% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 371'513 CHF | 125'838 CHF | 97.02% | 97.02% |
08.07.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 326'593 CHF | 110'864 CHF | 95.47% | 95.47% |
05.07.2024 | 2.33% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 738'384 | 246'132 | 313'732 CHF | 107'041 CHF | 85.97% | 85.97% |
04.07.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 309'248 CHF | 105'583 CHF | 99.37% | 99.37% |
03.07.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 309'291 CHF | 105'597 CHF | 89.36% | 89.36% |
02.07.2024 | 3.04% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 749'937 | 250'000 | 243'496 CHF | 83'673 CHF | 96.95% | 96.95% |