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 | 2.87% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 205'943 CHF | 70'648 CHF | 97.85% | 97.85% |
12.07.2024 | 3.53% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 208'869 CHF | 72'123 CHF | 99.01% | 99.01% |
11.07.2024 | 4.40% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 167'574 CHF | 58'358 CHF | 97.28% | 97.28% |
10.07.2024 | 4.66% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 157'358 CHF | 54'953 CHF | 89.31% | 89.31% |
09.07.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 165'048 CHF | 57'516 CHF | 99.35% | 99.35% |
08.07.2024 | 4.56% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 160'969 CHF | 56'156 CHF | 97.54% | 97.54% |
05.07.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 166'736 CHF | 58'079 CHF | 96.88% | 96.88% |
04.07.2024 | 4.27% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 172'052 CHF | 59'851 CHF | 99.37% | 99.37% |
03.07.2024 | 4.12% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 178'266 CHF | 61'922 CHF | 97.62% | 97.62% |
02.07.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 169'192 CHF | 58'898 CHF | 94.67% | 94.67% |