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 | 4.01% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 863'864 | 287'955 | 210'757 CHF | 73'132 CHF | 98.69% | 98.69% |
12.07.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 226'530 CHF | 78'010 CHF | 95.77% | 95.77% |
11.07.2024 | 3.57% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 842'294 | 280'765 | 231'370 CHF | 79'931 CHF | 98.93% | 98.93% |
10.07.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 229'403 CHF | 79'468 CHF | 98.82% | 98.82% |
09.07.2024 | 3.84% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 895'530 | 298'510 | 229'203 CHF | 79'386 CHF | 99.04% | 99.04% |
08.07.2024 | 3.67% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 864'694 | 288'231 | 231'032 CHF | 79'893 CHF | 96.83% | 96.83% |
05.07.2024 | 3.49% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 769'480 | 256'493 | 216'674 CHF | 74'790 CHF | 96.08% | 96.08% |
04.07.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 226'695 CHF | 78'565 CHF | 95.92% | 95.92% |
03.07.2024 | 4.35% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 202'663 CHF | 70'554 CHF | 98.55% | 98.55% |
02.07.2024 | 4.20% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 209'717 CHF | 72'906 CHF | 98.69% | 98.69% |