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 | 1.33% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 335'766 CHF | 113'422 CHF | 91.85% | 91.85% |
12.07.2024 | 1.51% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 296'034 CHF | 100'178 CHF | 99.61% | 99.61% |
11.07.2024 | 1.39% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'906 CHF | 108'469 CHF | 97.92% | 97.92% |
10.07.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'533 CHF | 102'011 CHF | 98.89% | 98.89% |
09.07.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 289'896 CHF | 98'132 CHF | 99.11% | 99.11% |
08.07.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'064 CHF | 95'521 CHF | 99.46% | 99.46% |
05.07.2024 | 1.78% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 451'660 | 150'553 | 252'196 CHF | 85'571 CHF | 93.64% | 93.64% |
04.07.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 571'085 | 190'362 | 313'731 CHF | 106'481 CHF | 98.07% | 98.07% |
03.07.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 598'477 | 199'492 | 315'657 CHF | 107'214 CHF | 95.98% | 95.98% |
02.07.2024 | 2.04% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 291'053 CHF | 99'018 CHF | 93.80% | 93.80% |