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 | 2.48% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 239'507 CHF | 81'836 CHF | 93.47% | 93.47% |
12.07.2024 | 2.87% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 206'117 CHF | 70'706 CHF | 94.42% | 94.42% |
11.07.2024 | 3.53% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 167'391 CHF | 57'797 CHF | 90.60% | 90.60% |
10.07.2024 | 4.05% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 746'072 | 248'691 | 180'922 CHF | 62'794 CHF | 87.12% | 87.12% |
09.07.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 170'967 CHF | 59'489 CHF | 84.56% | 84.56% |
08.07.2024 | 3.77% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 699'772 | 233'257 | 181'642 CHF | 62'880 CHF | 85.87% | 85.87% |
05.07.2024 | 3.63% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 649'164 | 216'388 | 175'207 CHF | 60'566 CHF | 91.11% | 91.11% |
04.07.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 177'889 CHF | 61'796 CHF | 80.00% | 80.00% |
03.07.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 184'990 CHF | 64'163 CHF | 91.67% | 91.67% |
02.07.2024 | 4.69% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 751'811 | 250'604 | 157'397 CHF | 54'972 CHF | 96.57% | 96.57% |