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 | 1.07% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 559'412 CHF | 188'471 CHF | 98.58% | 98.58% |
12.07.2024 | 1.10% | 0.97 CHF | 0.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 543'036 CHF | 183'012 CHF | 95.91% | 95.91% |
11.07.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 564'042 CHF | 190'014 CHF | 94.14% | 94.14% |
10.07.2024 | 1.15% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 518'516 CHF | 174'839 CHF | 94.86% | 94.86% |
09.07.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 519'341 CHF | 175'114 CHF | 97.19% | 97.19% |
08.07.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 474'044 CHF | 160'015 CHF | 94.78% | 94.78% |
05.07.2024 | 1.49% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 610'524 | 203'508 | 405'860 CHF | 137'322 CHF | 86.24% | 86.24% |
04.07.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 750'000 | 250'000 | 736'098 | 245'366 | 479'386 CHF | 162'249 CHF | 99.37% | 99.37% |
03.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 750'000 | 250'000 | 694'569 | 231'523 | 452'085 CHF | 153'010 CHF | 89.28% | 89.28% |
02.07.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 416'112 CHF | 141'204 CHF | 97.92% | 97.92% |