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 | 2.53% | 0.37 CHF | 0.38 CHF | 1'000'000 | 400'000 | 921'962 | 321'962 | 360'388 CHF | 128'593 CHF | 97.38% | 97.38% |
12.07.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 381'265 CHF | 130'088 CHF | 99.39% | 99.39% |
11.07.2024 | 2.74% | 0.38 CHF | 0.39 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 324'895 CHF | 111'298 CHF | 99.20% | 99.20% |
10.07.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 295'803 CHF | 101'601 CHF | 99.24% | 99.24% |
09.07.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 304'258 CHF | 104'419 CHF | 98.95% | 98.95% |
08.07.2024 | 2.76% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 321'585 CHF | 110'195 CHF | 99.39% | 99.39% |
05.07.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 308'403 CHF | 105'801 CHF | 99.52% | 99.52% |
04.07.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 305'498 CHF | 104'833 CHF | 99.51% | 99.51% |
03.07.2024 | 2.75% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 323'202 CHF | 110'734 CHF | 97.87% | 97.87% |
02.07.2024 | 2.94% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 900'544 | 300'544 | 302'221 CHF | 103'860 CHF | 99.06% | 99.06% |