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 | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 211'184 CHF | 72'395 CHF | 99.58% | 99.58% |
12.07.2024 | 3.33% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 691'130 | 230'377 | 203'557 CHF | 70'156 CHF | 99.57% | 99.57% |
11.07.2024 | 3.42% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 749'823 | 249'941 | 216'167 CHF | 74'555 CHF | 98.76% | 98.76% |
10.07.2024 | 3.86% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 190'688 CHF | 66'063 CHF | 99.24% | 99.24% |
09.07.2024 | 4.29% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 171'156 CHF | 59'552 CHF | 99.29% | 99.29% |
08.07.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 754'100 | 251'367 | 166'037 CHF | 57'859 CHF | 99.41% | 99.41% |
05.07.2024 | 4.01% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 183'641 CHF | 63'714 CHF | 99.26% | 99.26% |
04.07.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 168'424 CHF | 58'641 CHF | 99.37% | 99.37% |
03.07.2024 | 5.44% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 890'713 | 296'904 | 160'216 CHF | 56'374 CHF | 99.42% | 99.42% |
02.07.2024 | 6.37% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 982'051 | 382'051 | 149'217 CHF | 61'767 CHF | 99.34% | 99.34% |