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 | 3.27% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 757'021 | 252'341 | 227'893 CHF | 78'488 CHF | 99.64% | 99.64% |
12.07.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 225'721 CHF | 77'741 CHF | 99.52% | 99.52% |
11.07.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 264'068 CHF | 91'023 CHF | 99.50% | 99.50% |
10.07.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 252'921 CHF | 87'307 CHF | 99.61% | 99.61% |
09.07.2024 | 3.63% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 243'985 CHF | 84'328 CHF | 99.58% | 99.58% |
08.07.2024 | 2.91% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 254'551 CHF | 87'350 CHF | 99.50% | 99.50% |
05.07.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 265'039 CHF | 90'846 CHF | 99.51% | 99.51% |
04.07.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 277'166 CHF | 94'889 CHF | 99.58% | 99.58% |
03.07.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 773'284 | 257'761 | 251'225 CHF | 86'319 CHF | 99.58% | 99.58% |
02.07.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 239'494 CHF | 82'831 CHF | 99.56% | 99.56% |