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 | 1.86% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'364 CHF | 81'288 CHF | 97.65% | 97.65% |
12.07.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 240'023 CHF | 81'508 CHF | 85.28% | 85.28% |
11.07.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 591'650 | 197'217 | 315'567 CHF | 107'161 CHF | 98.90% | 98.90% |
10.07.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 304'438 CHF | 103'479 CHF | 99.58% | 99.58% |
09.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 572'290 | 190'763 | 294'695 CHF | 100'139 CHF | 99.55% | 99.55% |
08.07.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 569'806 | 189'935 | 290'241 CHF | 98'646 CHF | 99.50% | 99.50% |
05.07.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 599'140 | 199'713 | 297'703 CHF | 101'231 CHF | 99.43% | 99.43% |
04.07.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 563'469 | 187'823 | 277'221 CHF | 94'285 CHF | 99.56% | 99.56% |
03.07.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 466'402 | 155'467 | 243'395 CHF | 82'686 CHF | 99.01% | 99.01% |
02.07.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 468'772 | 156'257 | 252'514 CHF | 85'734 CHF | 99.57% | 99.57% |