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 | 4.86% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 906'635 | 306'635 | 182'185 CHF | 64'591 CHF | 99.10% | 99.10% |
12.07.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'050 | 300'050 | 181'228 CHF | 63'416 CHF | 99.05% | 99.05% |
11.07.2024 | 3.85% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 229'501 CHF | 79'500 CHF | 97.74% | 97.74% |
10.07.2024 | 3.67% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 872'580 | 290'860 | 233'449 CHF | 80'725 CHF | 99.13% | 99.13% |
09.07.2024 | 3.59% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 868'234 | 289'411 | 237'429 CHF | 82'037 CHF | 99.03% | 99.03% |
08.07.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 889'521 | 296'507 | 233'623 CHF | 80'839 CHF | 98.53% | 98.53% |
05.07.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 787'154 | 262'385 | 212'489 CHF | 73'453 CHF | 98.85% | 98.85% |
04.07.2024 | 3.62% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 870'515 | 290'172 | 236'087 CHF | 81'598 CHF | 99.37% | 99.37% |
03.07.2024 | 3.32% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 222'469 CHF | 76'656 CHF | 98.92% | 98.92% |
02.07.2024 | 3.75% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 882'633 | 294'211 | 231'125 CHF | 79'984 CHF | 98.95% | 98.95% |