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 | 2.91% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 203'113 CHF | 69'705 CHF | 95.50% | 95.50% |
12.07.2024 | 3.01% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 196'133 CHF | 67'378 CHF | 99.35% | 99.35% |
11.07.2024 | 3.28% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 746'965 | 248'988 | 224'137 CHF | 77'202 CHF | 99.08% | 99.08% |
10.07.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 209'013 CHF | 72'171 CHF | 99.33% | 99.33% |
09.07.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 222'956 CHF | 76'819 CHF | 99.37% | 99.37% |
08.07.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 749'516 | 249'839 | 235'632 CHF | 81'042 CHF | 99.32% | 99.32% |
05.07.2024 | 2.75% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 624'262 | 208'087 | 223'543 CHF | 76'595 CHF | 99.19% | 99.19% |
04.07.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 220'172 CHF | 75'391 CHF | 99.38% | 99.38% |
03.07.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 212'200 CHF | 72'733 CHF | 99.17% | 99.17% |
02.07.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 225'056 CHF | 77'019 CHF | 99.41% | 99.41% |