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 | 2.81% | 0.36 CHF | 0.37 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 315'998 CHF | 108'333 CHF | 99.45% | 99.45% |
12.07.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 900'000 | 300'000 | 912'133 | 312'133 | 311'331 CHF | 109'503 CHF | 99.51% | 99.51% |
11.07.2024 | 2.38% | 0.38 CHF | 0.39 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 374'549 CHF | 127'850 CHF | 99.32% | 99.32% |
10.07.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 394'702 CHF | 134'567 CHF | 99.45% | 99.45% |
09.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 404'175 CHF | 137'725 CHF | 86.54% | 86.54% |
08.07.2024 | 2.25% | 0.46 CHF | 0.47 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 395'577 CHF | 134'859 CHF | 99.40% | 99.40% |
05.07.2024 | 2.26% | 0.46 CHF | 0.47 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 394'758 CHF | 134'586 CHF | 99.36% | 99.36% |
04.07.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 396'986 CHF | 135'329 CHF | 99.57% | 99.57% |
03.07.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 419'976 CHF | 142'992 CHF | 99.48% | 99.48% |
02.07.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 434'152 CHF | 147'717 CHF | 99.54% | 99.54% |