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 | 3.15% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 234'497 CHF | 80'666 CHF | 99.39% | 99.39% |
12.07.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 247'706 CHF | 85'069 CHF | 99.33% | 99.33% |
11.07.2024 | 2.93% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 750'013 | 250'004 | 251'903 CHF | 86'468 CHF | 98.99% | 98.99% |
10.07.2024 | 3.28% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 270'490 CHF | 93'164 CHF | 99.43% | 99.43% |
09.07.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 257'701 CHF | 88'900 CHF | 99.35% | 99.35% |
08.07.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 264'775 CHF | 91'258 CHF | 99.35% | 99.35% |
05.07.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 241'130 CHF | 83'377 CHF | 99.36% | 99.36% |
04.07.2024 | 3.78% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 234'048 CHF | 81'016 CHF | 99.37% | 99.37% |
03.07.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 231'190 CHF | 80'063 CHF | 99.35% | 99.35% |
02.07.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 241'151 CHF | 83'384 CHF | 99.30% | 99.30% |