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 | 1.20% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'491 CHF | 125'330 CHF | 93.59% | 93.59% |
12.07.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 342'856 CHF | 115'785 CHF | 94.36% | 94.36% |
11.07.2024 | 1.46% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 567'540 | 189'180 | 384'751 CHF | 130'142 CHF | 90.60% | 90.60% |
10.07.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 377'040 CHF | 127'680 CHF | 87.04% | 87.04% |
09.07.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 364'941 CHF | 123'647 CHF | 84.52% | 84.52% |
08.07.2024 | 1.53% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 389'428 CHF | 131'809 CHF | 85.95% | 85.95% |
05.07.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 396'235 CHF | 134'078 CHF | 91.13% | 91.13% |
04.07.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 367'057 CHF | 124'352 CHF | 79.99% | 79.99% |
03.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 371'701 CHF | 125'900 CHF | 91.74% | 91.74% |
02.07.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 340'344 CHF | 115'448 CHF | 96.56% | 96.56% |