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 | 1.48% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 401'706 CHF | 135'902 CHF | 93.40% | 93.40% |
12.07.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 370'299 CHF | 125'433 CHF | 94.35% | 94.35% |
11.07.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 330'531 CHF | 112'177 CHF | 90.59% | 90.59% |
10.07.2024 | 1.94% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'559 CHF | 104'186 CHF | 87.11% | 87.11% |
09.07.2024 | 2.00% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 296'414 CHF | 100'805 CHF | 84.45% | 84.45% |
08.07.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 315'723 CHF | 107'241 CHF | 85.87% | 85.87% |
05.07.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 321'598 CHF | 109'200 CHF | 91.13% | 91.13% |
04.07.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 298'535 CHF | 101'512 CHF | 80.00% | 80.00% |
03.07.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 303'350 CHF | 103'117 CHF | 91.77% | 91.77% |
02.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 750'000 | 250'000 | 708'740 | 236'247 | 327'924 CHF | 111'671 CHF | 96.54% | 96.54% |