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 | 3.57% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 249'978 | 206'673 CHF | 71'386 CHF | 99.53% | 99.53% |
12.07.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 235'367 CHF | 80'956 CHF | 99.48% | 99.48% |
11.07.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 749'946 | 250'000 | 200'451 CHF | 69'322 CHF | 99.11% | 99.11% |
10.07.2024 | 4.29% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 862'363 | 287'462 | 196'539 CHF | 68'389 CHF | 99.58% | 99.58% |
09.07.2024 | 4.25% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 878'605 | 292'846 | 202'319 CHF | 70'363 CHF | 99.58% | 99.58% |
08.07.2024 | 3.56% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 249'965 | 207'431 CHF | 71'634 CHF | 99.58% | 99.58% |
05.07.2024 | 3.07% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 240'498 CHF | 82'666 CHF | 99.29% | 99.29% |
04.07.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 249'977 | 239'039 CHF | 82'172 CHF | 99.53% | 99.53% |
03.07.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 749'968 | 250'000 | 239'338 CHF | 82'283 CHF | 99.59% | 99.59% |
02.07.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 249'989 | 212'981 CHF | 73'491 CHF | 99.58% | 99.58% |