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 | 2.10% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 524'909 | 174'970 | 247'091 CHF | 84'113 CHF | 91.87% | 91.87% |
12.07.2024 | 2.48% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 239'386 CHF | 81'795 CHF | 99.27% | 99.27% |
11.07.2024 | 2.26% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 263'572 CHF | 89'857 CHF | 97.83% | 97.83% |
10.07.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 244'866 CHF | 83'622 CHF | 98.90% | 98.90% |
09.07.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 232'362 CHF | 79'454 CHF | 99.13% | 99.13% |
08.07.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 224'934 CHF | 76'978 CHF | 99.48% | 99.48% |
05.07.2024 | 3.10% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'696 CHF | 65'565 CHF | 93.64% | 93.64% |
04.07.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 185'820 CHF | 63'940 CHF | 98.05% | 98.05% |
03.07.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 739'415 | 246'472 | 216'732 CHF | 74'709 CHF | 95.94% | 95.94% |
02.07.2024 | 3.71% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 198'640 CHF | 68'713 CHF | 93.81% | 93.81% |