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 | 2.25% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 329'577 CHF | 112'359 CHF | 97.63% | 97.63% |
12.07.2024 | 2.60% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 285'061 CHF | 97'520 CHF | 98.99% | 98.99% |
11.07.2024 | 3.02% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 244'786 CHF | 84'095 CHF | 97.24% | 97.24% |
10.07.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 230'696 CHF | 79'399 CHF | 89.33% | 89.33% |
09.07.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 240'024 CHF | 82'508 CHF | 99.40% | 99.40% |
08.07.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 235'867 CHF | 81'122 CHF | 97.53% | 97.53% |
05.07.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 241'244 CHF | 82'915 CHF | 96.88% | 96.88% |
04.07.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 246'768 CHF | 84'756 CHF | 99.37% | 99.37% |
03.07.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 253'379 CHF | 86'960 CHF | 97.89% | 97.89% |
02.07.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 244'220 CHF | 83'907 CHF | 94.57% | 94.57% |