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 | 2.94% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 251'599 CHF | 86'366 CHF | 99.17% | 99.17% |
12.07.2024 | 2.86% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 258'512 CHF | 88'671 CHF | 99.17% | 99.17% |
11.07.2024 | 2.96% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 249'979 CHF | 85'826 CHF | 99.17% | 99.17% |
10.07.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 237'433 CHF | 81'644 CHF | 99.16% | 99.16% |
09.07.2024 | 3.76% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 235'272 CHF | 81'424 CHF | 99.17% | 99.17% |
08.07.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 218'323 CHF | 75'774 CHF | 99.16% | 99.16% |
05.07.2024 | 4.11% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 214'376 CHF | 74'459 CHF | 99.16% | 99.16% |
04.07.2024 | 4.29% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 205'504 CHF | 71'501 CHF | 99.16% | 99.16% |
03.07.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 902'045 | 302'045 | 190'112 CHF | 66'653 CHF | 99.17% | 99.17% |
02.07.2024 | 4.74% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 906'055 | 306'055 | 186'883 CHF | 66'154 CHF | 99.16% | 99.16% |