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 | 1.36% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 437'436 CHF | 147'812 CHF | 97.93% | 97.93% |
12.07.2024 | 1.51% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 394'416 CHF | 133'472 CHF | 98.92% | 98.92% |
11.07.2024 | 1.68% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 698'795 | 232'932 | 411'812 CHF | 139'600 CHF | 97.28% | 97.28% |
10.07.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 750'000 | 250'000 | 749'838 | 249'946 | 430'259 CHF | 145'919 CHF | 89.28% | 89.28% |
09.07.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 750'000 | 250'000 | 735'147 | 245'049 | 432'501 CHF | 146'618 CHF | 99.39% | 99.39% |
08.07.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 731'335 | 243'779 | 426'222 CHF | 144'512 CHF | 97.55% | 97.55% |
05.07.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 750'000 | 250'000 | 709'403 | 236'468 | 419'678 CHF | 142'258 CHF | 96.91% | 96.91% |
04.07.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 608'987 | 202'996 | 364'375 CHF | 123'488 CHF | 99.37% | 99.37% |
03.07.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 750'000 | 250'000 | 613'160 | 204'387 | 374'099 CHF | 126'744 CHF | 97.77% | 97.77% |
02.07.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 750'000 | 250'000 | 727'920 | 242'640 | 431'738 CHF | 146'339 CHF | 94.39% | 94.39% |