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 | 3.45% | 1.03 CHF | 1.05 CHF | 300'000 | 300'000 | 112'625 | 112'625 | 116'703 CHF | 119'893 CHF | 98.69% | 98.69% |
12.07.2024 | 3.30% | 0.96 CHF | 0.98 CHF | 300'000 | 300'000 | 112'115 | 112'115 | 116'407 CHF | 119'589 CHF | 99.64% | 99.64% |
11.07.2024 | 3.42% | 1.05 CHF | 1.07 CHF | 500'000 | 500'000 | 195'069 | 195'069 | 200'036 CHF | 205'462 CHF | 90.58% | 90.58% |
10.07.2024 | 4.55% | 1.06 CHF | 1.09 CHF | 300'000 | 300'000 | 112'701 | 112'701 | 122'330 CHF | 127'115 CHF | 97.64% | 97.64% |
09.07.2024 | 4.58% | 1.20 CHF | 1.23 CHF | 300'000 | 300'000 | 113'857 | 113'857 | 133'089 CHF | 137'901 CHF | 96.24% | 96.24% |
08.07.2024 | 4.04% | 1.30 CHF | 1.33 CHF | 300'000 | 300'000 | 112'151 | 112'151 | 144'039 CHF | 148'812 CHF | 99.59% | 99.59% |
05.07.2024 | 5.35% | 1.40 CHF | 1.45 CHF | 200'000 | 200'000 | 74'474 | 74'474 | 115'188 CHF | 120'481 CHF | 95.70% | 95.70% |
04.07.2024 | 5.81% | 1.70 CHF | 1.80 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 66'803 CHF | 70'803 CHF | 94.57% | 94.57% |
03.07.2024 | 5.16% | 1.70 CHF | 1.75 CHF | 200'000 | 200'000 | 74'742 | 74'742 | 126'986 CHF | 132'288 CHF | 99.63% | 99.63% |
02.07.2024 | 4.15% | 1.99 CHF | 2.04 CHF | 200'000 | 200'000 | 78'547 | 78'547 | 159'738 CHF | 165'183 CHF | 89.73% | 89.73% |