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 | 3.84% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 191'710 CHF | 66'403 CHF | 99.48% | 99.48% |
12.07.2024 | 3.74% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 749'933 | 249'978 | 196'765 CHF | 68'088 CHF | 99.52% | 99.52% |
11.07.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 186'727 CHF | 64'742 CHF | 99.48% | 99.48% |
10.07.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 183'433 CHF | 63'644 CHF | 99.56% | 99.56% |
09.07.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 170'871 CHF | 59'457 CHF | 99.53% | 99.53% |
08.07.2024 | 3.76% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 196'154 CHF | 67'885 CHF | 99.60% | 99.60% |
05.07.2024 | 3.68% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 200'316 CHF | 69'272 CHF | 99.57% | 99.57% |
04.07.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 207'277 CHF | 71'592 CHF | 99.36% | 99.36% |
03.07.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 176'096 CHF | 61'199 CHF | 99.14% | 99.14% |
02.07.2024 | 5.06% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 899'805 | 299'935 | 173'601 CHF | 60'866 CHF | 99.58% | 99.58% |