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 | 3.72% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 197'843 CHF | 68'448 CHF | 95.51% | 95.51% |
12.07.2024 | 3.84% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 755'928 | 251'976 | 193'198 CHF | 66'919 CHF | 99.34% | 99.34% |
11.07.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 895'594 | 298'531 | 212'630 CHF | 73'862 CHF | 99.14% | 99.14% |
10.07.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 199'041 CHF | 69'347 CHF | 99.39% | 99.39% |
09.07.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 213'834 CHF | 74'278 CHF | 99.36% | 99.36% |
08.07.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 848'161 | 282'720 | 211'009 CHF | 73'163 CHF | 99.40% | 99.40% |
05.07.2024 | 3.42% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 215'595 CHF | 74'365 CHF | 99.31% | 99.31% |
04.07.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 220'614 CHF | 76'038 CHF | 99.37% | 99.37% |
03.07.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 212'498 CHF | 73'333 CHF | 99.37% | 99.37% |
02.07.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 226'155 CHF | 77'885 CHF | 99.23% | 99.23% |