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 | 3.92% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 187'584 CHF | 65'028 CHF | 99.29% | 99.29% |
12.07.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 196'243 CHF | 67'914 CHF | 99.33% | 99.33% |
11.07.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 856'251 | 285'417 | 206'225 CHF | 71'596 CHF | 99.32% | 99.32% |
10.07.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 752'146 | 250'715 | 191'965 CHF | 66'495 CHF | 99.32% | 99.32% |
09.07.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'564 | 250'188 | 196'026 CHF | 67'844 CHF | 99.35% | 99.35% |
08.07.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 238'576 CHF | 82'025 CHF | 99.38% | 99.38% |
05.07.2024 | 2.92% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 253'571 CHF | 87'024 CHF | 99.31% | 99.31% |
04.07.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 253'952 CHF | 87'151 CHF | 99.37% | 99.37% |
03.07.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 240'721 CHF | 82'740 CHF | 99.38% | 99.38% |
02.07.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 225'452 CHF | 77'651 CHF | 99.38% | 99.38% |