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 | 3.70% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 666'369 | 222'123 | 176'374 CHF | 61'013 CHF | 99.44% | 99.44% |
12.07.2024 | 3.55% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 749'536 | 249'845 | 207'548 CHF | 71'681 CHF | 97.41% | 97.41% |
11.07.2024 | 3.11% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 602'948 | 200'983 | 190'658 CHF | 65'562 CHF | 93.19% | 93.19% |
10.07.2024 | 2.78% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 212'713 CHF | 72'905 CHF | 97.01% | 97.01% |
09.07.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 219'236 CHF | 75'079 CHF | 97.74% | 97.74% |
08.07.2024 | 2.95% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 200'786 CHF | 68'929 CHF | 97.92% | 97.92% |
05.07.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 245'205 CHF | 83'735 CHF | 98.29% | 98.29% |
04.07.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 242'302 CHF | 82'767 CHF | 99.37% | 99.37% |
03.07.2024 | 2.88% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 206'274 CHF | 70'758 CHF | 97.61% | 97.61% |
02.07.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 202'494 CHF | 69'498 CHF | 97.18% | 97.18% |