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 | 3.64% | 0.49 CHF | 0.50 CHF | 500'000 | 500'000 | 187'701 | 187'701 | 92'503 CHF | 95'161 CHF | 98.68% | 98.68% |
12.07.2024 | 3.44% | 0.45 CHF | 0.46 CHF | 500'000 | 500'000 | 186'856 | 186'856 | 92'396 CHF | 95'048 CHF | 99.64% | 99.64% |
11.07.2024 | 3.60% | 0.50 CHF | 0.51 CHF | 500'000 | 500'000 | 195'197 | 195'197 | 95'091 CHF | 97'805 CHF | 90.61% | 90.61% |
10.07.2024 | 6.18% | 0.50 CHF | 0.52 CHF | 500'000 | 500'000 | 187'842 | 187'842 | 97'914 CHF | 103'231 CHF | 97.65% | 97.65% |
09.07.2024 | 6.22% | 0.60 CHF | 0.62 CHF | 500'000 | 500'000 | 189'463 | 189'463 | 108'627 CHF | 113'969 CHF | 96.14% | 96.14% |
08.07.2024 | 5.28% | 0.66 CHF | 0.68 CHF | 500'000 | 500'000 | 186'915 | 186'915 | 121'260 CHF | 126'564 CHF | 99.58% | 99.58% |
05.07.2024 | 5.89% | 0.72 CHF | 0.75 CHF | 300'000 | 300'000 | 111'852 | 111'852 | 92'599 CHF | 97'366 CHF | 95.77% | 95.77% |
04.07.2024 | 6.37% | 0.93 CHF | 0.99 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 54'758 CHF | 58'358 CHF | 93.96% | 93.96% |
03.07.2024 | 5.65% | 0.93 CHF | 0.96 CHF | 300'000 | 300'000 | 112'115 | 112'115 | 104'403 CHF | 109'175 CHF | 99.63% | 99.63% |
02.07.2024 | 4.30% | 1.14 CHF | 1.17 CHF | 200'000 | 200'000 | 85'861 | 78'252 | 100'933 CHF | 94'991 CHF | 89.51% | 89.51% |