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 | 1.61% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'942 CHF | 93'814 CHF | 99.17% | 99.17% |
12.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'845 CHF | 94'782 CHF | 99.29% | 99.29% |
11.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 378'599 CHF | 128'200 CHF | 99.17% | 99.17% |
10.07.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 382'819 CHF | 129'606 CHF | 99.09% | 99.09% |
09.07.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 382'898 CHF | 129'633 CHF | 99.11% | 99.11% |
08.07.2024 | 1.43% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 417'222 CHF | 141'074 CHF | 99.13% | 99.13% |
05.07.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 598'620 | 199'540 | 438'630 CHF | 148'205 CHF | 99.09% | 99.09% |
04.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 450'023 CHF | 152'008 CHF | 99.10% | 99.10% |
03.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 435'750 CHF | 147'250 CHF | 98.59% | 98.59% |
02.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 378'681 CHF | 128'227 CHF | 99.15% | 99.15% |