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 | 2.99% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 711'008 | 237'003 | 233'702 CHF | 80'271 CHF | 96.38% | 96.38% |
12.07.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 742'600 | 247'533 | 241'485 CHF | 82'970 CHF | 97.74% | 97.74% |
11.07.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 245'040 CHF | 84'180 CHF | 97.90% | 97.90% |
10.07.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 217'574 CHF | 74'525 CHF | 96.76% | 96.76% |
09.07.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 229'095 CHF | 78'365 CHF | 94.84% | 94.84% |
08.07.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 602'423 | 200'808 | 222'056 CHF | 76'027 CHF | 94.06% | 94.06% |
05.07.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 708'418 | 236'139 | 255'077 CHF | 87'387 CHF | 97.64% | 97.64% |
04.07.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 264'949 CHF | 90'816 CHF | 90.55% | 90.55% |
03.07.2024 | 2.69% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 669'948 | 223'316 | 245'405 CHF | 84'035 CHF | 95.91% | 95.91% |
02.07.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 248'606 CHF | 84'869 CHF | 98.91% | 98.91% |