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 | 5.07% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 173'258 CHF | 60'753 CHF | 95.67% | 95.67% |
12.07.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'049 | 300'049 | 162'984 CHF | 57'334 CHF | 99.49% | 99.49% |
11.07.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 998'831 | 398'831 | 151'842 CHF | 64'606 CHF | 98.39% | 98.39% |
10.07.2024 | 5.77% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 989'390 | 389'390 | 166'703 CHF | 69'486 CHF | 96.13% | 96.13% |
09.07.2024 | 5.89% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 165'051 CHF | 70'020 CHF | 96.98% | 96.98% |
08.07.2024 | 5.23% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 909'053 | 309'053 | 169'550 CHF | 60'633 CHF | 93.53% | 93.53% |
05.07.2024 | 5.44% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 934'485 | 334'485 | 167'183 CHF | 62'981 CHF | 96.08% | 96.08% |
04.07.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 946'574 | 346'574 | 170'255 CHF | 65'798 CHF | 99.58% | 99.58% |
03.07.2024 | 5.23% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 914'793 | 314'793 | 170'334 CHF | 61'600 CHF | 98.88% | 98.88% |
02.07.2024 | 4.43% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 880'709 | 293'570 | 195'073 CHF | 67'960 CHF | 99.58% | 99.58% |