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 | 1.25% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 478'984 CHF | 161'661 CHF | 99.50% | 99.50% |
12.07.2024 | 1.28% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 467'280 CHF | 157'760 CHF | 96.08% | 96.08% |
11.07.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 487'705 CHF | 164'568 CHF | 94.36% | 94.36% |
10.07.2024 | 1.34% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 444'436 CHF | 150'145 CHF | 95.51% | 95.51% |
09.07.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 612'316 | 204'105 | 454'403 CHF | 153'509 CHF | 97.49% | 97.49% |
08.07.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 750'000 | 250'000 | 746'485 | 248'828 | 501'420 CHF | 169'628 CHF | 95.50% | 95.50% |
05.07.2024 | 1.78% | 0.63 CHF | 0.64 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 417'554 CHF | 141'685 CHF | 86.19% | 86.19% |
04.07.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 407'505 CHF | 138'335 CHF | 99.37% | 99.37% |
03.07.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 407'086 CHF | 138'195 CHF | 89.58% | 89.58% |
02.07.2024 | 2.18% | 0.48 CHF | 0.49 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 341'188 CHF | 116'229 CHF | 97.16% | 97.16% |