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 | 3.84% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 749'226 | 249'742 | 192'029 CHF | 66'507 CHF | 99.56% | 99.56% |
12.07.2024 | 4.52% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 162'369 CHF | 56'623 CHF | 99.46% | 99.46% |
11.07.2024 | 3.73% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 749'748 | 249'916 | 197'434 CHF | 68'310 CHF | 99.14% | 99.14% |
10.07.2024 | 3.16% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 187'045 CHF | 64'348 CHF | 99.60% | 99.60% |
09.07.2024 | 3.17% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'189 CHF | 64'063 CHF | 99.59% | 99.59% |
08.07.2024 | 3.82% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 734'851 | 244'950 | 188'834 CHF | 65'394 CHF | 99.58% | 99.58% |
05.07.2024 | 4.41% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 166'501 CHF | 58'000 CHF | 99.28% | 99.28% |
04.07.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 173'484 CHF | 60'328 CHF | 99.55% | 99.55% |
03.07.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 173'311 CHF | 60'270 CHF | 99.59% | 99.59% |
02.07.2024 | 3.72% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 197'875 CHF | 68'458 CHF | 99.57% | 99.57% |