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 | 1.79% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 332'986 CHF | 112'995 CHF | 93.38% | 93.38% |
12.07.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 300'806 CHF | 102'269 CHF | 94.45% | 94.45% |
11.07.2024 | 2.27% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 261'027 CHF | 89'009 CHF | 90.59% | 90.59% |
10.07.2024 | 2.49% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 630'854 | 210'285 | 249'847 CHF | 85'385 CHF | 87.17% | 87.17% |
09.07.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 695'014 | 231'671 | 264'276 CHF | 90'409 CHF | 84.52% | 84.52% |
08.07.2024 | 2.39% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 247'769 CHF | 84'590 CHF | 85.71% | 85.71% |
05.07.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 253'948 CHF | 86'650 CHF | 91.13% | 91.13% |
04.07.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 739'994 | 246'665 | 286'000 CHF | 97'800 CHF | 80.01% | 80.01% |
03.07.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 701'226 | 233'742 | 275'469 CHF | 94'160 CHF | 91.75% | 91.75% |
02.07.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 749'768 | 249'923 | 265'294 CHF | 90'931 CHF | 96.56% | 96.56% |