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 | 3.24% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 227'980 CHF | 78'493 CHF | 99.70% | 99.70% |
12.07.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 245'209 CHF | 84'236 CHF | 96.61% | 96.61% |
11.07.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 260'722 CHF | 89'407 CHF | 91.13% | 91.13% |
10.07.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 664'631 | 221'544 | 274'581 CHF | 93'742 CHF | 99.57% | 99.57% |
09.07.2024 | 2.41% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 716'549 | 238'850 | 292'893 CHF | 100'020 CHF | 96.47% | 96.47% |
08.07.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 292'894 CHF | 100'131 CHF | 99.54% | 99.54% |
05.07.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 313'073 CHF | 106'858 CHF | 97.99% | 97.99% |
04.07.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 308'956 CHF | 105'485 CHF | 99.57% | 99.57% |
03.07.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 306'924 CHF | 104'808 CHF | 99.40% | 99.40% |
02.07.2024 | 2.53% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 292'527 CHF | 100'009 CHF | 97.49% | 97.49% |