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 | 1.81% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 328'515 CHF | 111'505 CHF | 99.36% | 99.36% |
12.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 344'027 CHF | 116'676 CHF | 99.28% | 99.28% |
11.07.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 346'485 CHF | 117'495 CHF | 99.34% | 99.34% |
10.07.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 317'694 CHF | 107'898 CHF | 99.43% | 99.43% |
09.07.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 305'662 CHF | 103'887 CHF | 99.33% | 99.33% |
08.07.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 602'165 | 200'722 | 313'536 CHF | 106'519 CHF | 99.32% | 99.32% |
05.07.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 750'000 | 250'000 | 716'777 | 238'926 | 347'136 CHF | 118'101 CHF | 99.29% | 99.29% |
04.07.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 354'716 CHF | 120'739 CHF | 99.37% | 99.37% |
03.07.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 350'391 CHF | 119'297 CHF | 99.38% | 99.38% |
02.07.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 750'000 | 250'000 | 746'713 | 248'904 | 360'938 CHF | 122'802 CHF | 99.31% | 99.31% |