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 | 2.50% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 538'980 | 179'660 | 212'486 CHF | 72'625 CHF | 96.16% | 96.16% |
12.07.2024 | 2.52% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 580'233 | 193'411 | 227'616 CHF | 77'806 CHF | 97.60% | 97.60% |
11.07.2024 | 2.50% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 236'843 CHF | 80'948 CHF | 97.89% | 97.89% |
10.07.2024 | 2.24% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 456'069 | 152'023 | 201'213 CHF | 68'591 CHF | 96.75% | 96.75% |
09.07.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 209'734 CHF | 71'411 CHF | 94.82% | 94.82% |
08.07.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 569'374 | 189'791 | 254'012 CHF | 86'569 CHF | 94.02% | 94.02% |
05.07.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 260'475 CHF | 88'825 CHF | 97.63% | 97.63% |
04.07.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 253'637 CHF | 86'546 CHF | 90.56% | 90.56% |
03.07.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 265'045 CHF | 90'348 CHF | 95.91% | 95.91% |
02.07.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 225'667 CHF | 76'723 CHF | 98.90% | 98.90% |