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 | 2.78% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'048 CHF | 73'016 CHF | 99.07% | 99.07% |
12.07.2024 | 3.00% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 601'808 | 200'603 | 197'878 CHF | 67'966 CHF | 98.96% | 98.96% |
11.07.2024 | 3.44% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 214'451 CHF | 73'984 CHF | 98.94% | 98.94% |
10.07.2024 | 3.79% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 194'566 CHF | 67'355 CHF | 99.18% | 99.18% |
09.07.2024 | 3.75% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 196'820 CHF | 68'107 CHF | 99.09% | 99.09% |
08.07.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 230'185 CHF | 79'229 CHF | 99.09% | 99.09% |
05.07.2024 | 3.00% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 246'601 CHF | 84'700 CHF | 99.00% | 99.00% |
04.07.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 227'240 CHF | 78'247 CHF | 99.05% | 99.05% |
03.07.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 216'568 CHF | 74'689 CHF | 99.09% | 99.09% |
02.07.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 209'046 CHF | 72'182 CHF | 99.17% | 99.17% |