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 | 1.50% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 398'167 CHF | 134'722 CHF | 95.47% | 95.47% |
12.07.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 497'831 | 165'944 | 351'399 CHF | 118'792 CHF | 99.42% | 99.42% |
11.07.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 349'768 CHF | 118'089 CHF | 98.22% | 98.22% |
10.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'357 CHF | 112'952 CHF | 96.15% | 96.15% |
09.07.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'004 CHF | 114'501 CHF | 96.98% | 96.98% |
08.07.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'906 | 150'302 | 314'737 CHF | 106'415 CHF | 93.56% | 93.56% |
05.07.2024 | 1.37% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 455'338 | 151'779 | 331'125 CHF | 111'893 CHF | 96.06% | 96.06% |
04.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 332'679 CHF | 112'393 CHF | 99.58% | 99.58% |
03.07.2024 | 1.38% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'078 CHF | 109'526 CHF | 98.90% | 98.90% |
02.07.2024 | 1.48% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 569'725 | 189'908 | 381'101 CHF | 128'933 CHF | 99.56% | 99.56% |