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 | 2.78% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 691'624 | 230'541 | 244'518 CHF | 83'812 CHF | 99.36% | 99.36% |
12.07.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 225'602 CHF | 77'201 CHF | 99.34% | 99.34% |
11.07.2024 | 2.61% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 283'359 CHF | 96'953 CHF | 99.33% | 99.33% |
10.07.2024 | 2.93% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 252'207 CHF | 86'569 CHF | 99.38% | 99.38% |
09.07.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 239'598 CHF | 82'366 CHF | 99.40% | 99.40% |
08.07.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 246'635 CHF | 84'712 CHF | 99.39% | 99.39% |
05.07.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 224'233 CHF | 77'244 CHF | 99.36% | 99.36% |
04.07.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 216'825 CHF | 74'775 CHF | 99.37% | 99.37% |
03.07.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 213'053 CHF | 73'518 CHF | 99.40% | 99.40% |
02.07.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 221'980 CHF | 76'493 CHF | 99.39% | 99.39% |