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 | 1.30% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 230'164 CHF | 77'721 CHF | 96.71% | 96.71% |
12.07.2024 | 1.32% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 225'971 CHF | 76'324 CHF | 98.92% | 98.92% |
11.07.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'779 CHF | 76'927 CHF | 99.04% | 99.04% |
10.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 215'810 CHF | 72'937 CHF | 96.62% | 96.62% |
09.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 213'319 CHF | 72'106 CHF | 98.07% | 98.07% |
08.07.2024 | 1.50% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 314'450 | 104'817 | 207'784 CHF | 70'310 CHF | 98.88% | 98.88% |
05.07.2024 | 1.66% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'593 CHF | 91'031 CHF | 94.94% | 94.94% |
04.07.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'760 CHF | 92'420 CHF | 98.64% | 98.64% |
03.07.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'942 CHF | 90'147 CHF | 99.04% | 99.04% |
02.07.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 442'374 | 147'458 | 269'692 CHF | 91'372 CHF | 98.64% | 98.64% |