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 | 1.60% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'149 CHF | 94'550 CHF | 99.38% | 99.38% |
12.07.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'096 CHF | 88'865 CHF | 92.67% | 92.67% |
11.07.2024 | 2.62% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 529'433 | 176'478 | 198'514 CHF | 67'936 CHF | 99.37% | 99.37% |
10.07.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 216'292 CHF | 74'097 CHF | 99.37% | 99.37% |
09.07.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 506'982 | 168'994 | 193'555 CHF | 66'208 CHF | 99.37% | 99.37% |
08.07.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 553'668 | 184'556 | 209'116 CHF | 71'551 CHF | 99.38% | 99.38% |
05.07.2024 | 2.44% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 475'224 | 158'408 | 192'263 CHF | 65'672 CHF | 99.38% | 99.38% |
04.07.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 599'500 | 199'833 | 233'463 CHF | 79'819 CHF | 98.59% | 98.59% |
03.07.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 227'741 CHF | 77'914 CHF | 99.38% | 99.38% |
02.07.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 547'425 | 182'475 | 218'641 CHF | 74'705 CHF | 99.37% | 99.37% |