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 | 2.08% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 736'741 | 245'580 | 349'660 CHF | 119'009 CHF | 99.59% | 99.59% |
12.07.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 750'000 | 250'000 | 746'617 | 248'872 | 355'460 CHF | 120'975 CHF | 99.51% | 99.51% |
11.07.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 348'567 CHF | 118'689 CHF | 99.49% | 99.49% |
10.07.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 336'667 CHF | 114'722 CHF | 99.59% | 99.59% |
09.07.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 326'676 CHF | 111'392 CHF | 99.58% | 99.58% |
08.07.2024 | 1.91% | 0.49 CHF | 0.50 CHF | 750'000 | 250'000 | 738'398 | 246'133 | 383'552 CHF | 130'312 CHF | 99.50% | 99.50% |
05.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 401'847 CHF | 136'449 CHF | 99.49% | 99.49% |
04.07.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 750'000 | 250'000 | 713'818 | 237'939 | 395'107 CHF | 134'082 CHF | 99.57% | 99.57% |
03.07.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 375'605 CHF | 127'702 CHF | 99.46% | 99.46% |
02.07.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 321'497 CHF | 109'666 CHF | 99.57% | 99.57% |