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 | 2.76% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'173 CHF | 55'224 CHF | 91.89% | 91.89% |
12.07.2024 | 3.45% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 590'958 | 196'986 | 168'155 CHF | 58'022 CHF | 99.60% | 99.60% |
11.07.2024 | 3.02% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 196'521 CHF | 67'507 CHF | 97.90% | 97.90% |
10.07.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 176'703 CHF | 60'901 CHF | 98.91% | 98.91% |
09.07.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 164'364 CHF | 56'788 CHF | 99.16% | 99.16% |
08.07.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 156'977 CHF | 54'326 CHF | 99.49% | 99.49% |
05.07.2024 | 4.73% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 716'838 | 238'946 | 147'753 CHF | 51'641 CHF | 93.59% | 93.59% |
04.07.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 149'834 CHF | 52'445 CHF | 98.07% | 98.07% |
03.07.2024 | 5.21% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 140'369 CHF | 49'290 CHF | 96.03% | 96.03% |
02.07.2024 | 6.22% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 117'472 CHF | 41'657 CHF | 93.84% | 93.84% |