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 | 2.34% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 667'168 | 222'389 | 281'052 CHF | 95'908 CHF | 99.37% | 99.37% |
12.07.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 707'914 | 235'971 | 291'348 CHF | 99'476 CHF | 99.38% | 99.38% |
11.07.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 708'321 | 236'107 | 290'937 CHF | 99'340 CHF | 99.37% | 99.37% |
10.07.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 281'300 CHF | 96'267 CHF | 99.36% | 99.36% |
09.07.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 279'856 CHF | 95'785 CHF | 99.37% | 99.37% |
08.07.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 278'650 CHF | 95'383 CHF | 99.38% | 99.38% |
05.07.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 274'459 CHF | 93'986 CHF | 99.38% | 99.38% |
04.07.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 275'909 CHF | 94'470 CHF | 98.82% | 98.82% |
03.07.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 257'410 CHF | 88'303 CHF | 99.37% | 99.37% |
02.07.2024 | 3.05% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 241'945 CHF | 83'148 CHF | 99.38% | 99.38% |