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 | 2.85% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 749'946 | 249'982 | 259'275 CHF | 88'925 CHF | 95.42% | 95.42% |
12.07.2024 | 2.94% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 251'339 CHF | 86'280 CHF | 99.28% | 99.28% |
11.07.2024 | 3.17% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 233'243 CHF | 80'248 CHF | 99.17% | 99.17% |
10.07.2024 | 3.32% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 222'330 CHF | 76'610 CHF | 99.36% | 99.36% |
09.07.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 234'562 CHF | 80'687 CHF | 99.36% | 99.36% |
08.07.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 245'134 CHF | 84'212 CHF | 99.39% | 99.39% |
05.07.2024 | 2.67% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 277'544 CHF | 95'015 CHF | 99.30% | 99.30% |
04.07.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 283'431 CHF | 96'977 CHF | 99.37% | 99.37% |
03.07.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 275'240 CHF | 94'247 CHF | 99.40% | 99.40% |
02.07.2024 | 2.55% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 733'716 | 244'572 | 284'269 CHF | 97'202 CHF | 99.41% | 99.41% |