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 | 2.80% | 0.36 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 316'843 CHF | 108'614 CHF | 79.83% | 98.64% |
12.07.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 322'144 CHF | 110'381 CHF | 99.07% | 99.07% |
11.07.2024 | 2.40% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 309'510 CHF | 105'670 CHF | 97.84% | 97.84% |
10.07.2024 | 2.32% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 319'092 CHF | 108'864 CHF | 99.23% | 99.23% |
09.07.2024 | 2.31% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 321'210 CHF | 109'570 CHF | 98.93% | 98.93% |
08.07.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 316'541 CHF | 108'014 CHF | 99.05% | 99.05% |
05.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 321'685 CHF | 109'728 CHF | 98.85% | 98.85% |
04.07.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 322'532 CHF | 110'011 CHF | 99.38% | 99.38% |
03.07.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 342'191 CHF | 116'564 CHF | 99.01% | 99.01% |
02.07.2024 | 2.38% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 312'085 CHF | 106'528 CHF | 98.98% | 98.98% |