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 | 3.23% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 182'994 CHF | 62'998 CHF | 99.27% | 99.27% |
12.07.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 599'977 | 200'000 | 168'173 CHF | 58'060 CHF | 99.27% | 99.27% |
11.07.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 167'446 CHF | 57'815 CHF | 99.27% | 99.27% |
10.07.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'908 | 200'303 | 166'487 CHF | 57'499 CHF | 99.27% | 99.27% |
09.07.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 666'232 | 222'077 | 171'779 CHF | 59'480 CHF | 99.27% | 99.27% |
08.07.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 650'127 | 216'709 | 168'111 CHF | 58'204 CHF | 99.22% | 99.22% |
05.07.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 737'048 | 245'683 | 182'709 CHF | 63'360 CHF | 99.27% | 99.27% |
04.07.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 179'348 CHF | 62'283 CHF | 99.27% | 99.27% |
03.07.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 175'357 CHF | 60'952 CHF | 99.27% | 99.27% |
02.07.2024 | 4.60% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 159'525 CHF | 55'675 CHF | 99.27% | 99.27% |