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 | 2.36% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 680'018 | 226'673 | 284'726 CHF | 97'176 CHF | 99.29% | 99.29% |
12.07.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 265'154 CHF | 90'385 CHF | 99.44% | 99.44% |
11.07.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 335'056 CHF | 114'185 CHF | 99.21% | 99.21% |
10.07.2024 | 2.44% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 303'624 CHF | 103'708 CHF | 99.37% | 99.37% |
09.07.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 290'894 CHF | 99'465 CHF | 99.40% | 99.40% |
08.07.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 297'415 CHF | 101'638 CHF | 99.38% | 99.38% |
05.07.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 274'280 CHF | 93'927 CHF | 99.30% | 99.30% |
04.07.2024 | 2.77% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 267'082 CHF | 91'528 CHF | 99.38% | 99.38% |
03.07.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 263'948 CHF | 90'483 CHF | 99.37% | 99.37% |
02.07.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 274'748 CHF | 94'083 CHF | 99.38% | 99.38% |