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 | 1.42% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'042 CHF | 106'181 CHF | 98.92% | 98.92% |
12.07.2024 | 1.51% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 296'897 CHF | 100'466 CHF | 98.95% | 98.95% |
11.07.2024 | 1.66% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 579'601 | 193'200 | 345'649 CHF | 117'148 CHF | 98.97% | 98.97% |
10.07.2024 | 1.78% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 333'816 CHF | 113'272 CHF | 99.18% | 99.18% |
09.07.2024 | 1.78% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 334'363 CHF | 113'454 CHF | 99.05% | 99.05% |
08.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 589'706 | 196'569 | 365'118 CHF | 123'672 CHF | 99.11% | 99.11% |
05.07.2024 | 1.53% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 484'554 | 161'518 | 313'016 CHF | 105'954 CHF | 99.05% | 99.05% |
04.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 366'417 CHF | 124'139 CHF | 99.06% | 99.06% |
03.07.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 352'758 CHF | 119'586 CHF | 99.08% | 99.08% |
02.07.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 343'798 CHF | 116'599 CHF | 99.17% | 99.17% |