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 | 768'740 | 256'247 | 196'160 CHF | 67'949 CHF | 99.10% | 99.10% |
12.07.2024 | 3.79% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 768'403 | 256'134 | 198'781 CHF | 68'822 CHF | 98.90% | 98.90% |
11.07.2024 | 4.14% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 897'423 | 299'141 | 212'395 CHF | 73'790 CHF | 99.03% | 99.03% |
10.07.2024 | 4.25% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 207'776 CHF | 72'259 CHF | 99.09% | 99.09% |
09.07.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 202'016 CHF | 70'339 CHF | 99.13% | 99.13% |
08.07.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 227'319 CHF | 78'273 CHF | 99.11% | 99.11% |
05.07.2024 | 3.09% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 239'185 CHF | 82'228 CHF | 98.86% | 98.86% |
04.07.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 236'757 CHF | 81'419 CHF | 98.79% | 98.79% |
03.07.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 226'503 CHF | 78'001 CHF | 99.06% | 99.06% |
02.07.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 777'777 | 259'259 | 212'621 CHF | 73'466 CHF | 99.18% | 99.18% |