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 | 3.10% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 617'205 | 205'735 | 196'417 CHF | 67'530 CHF | 98.71% | 98.71% |
12.07.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 191'066 CHF | 66'189 CHF | 95.76% | 95.76% |
11.07.2024 | 3.42% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 723'473 | 241'158 | 208'195 CHF | 71'810 CHF | 98.91% | 98.91% |
10.07.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 614'101 | 204'700 | 196'320 CHF | 67'487 CHF | 98.78% | 98.78% |
09.07.2024 | 3.11% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 653'477 | 217'826 | 206'764 CHF | 71'100 CHF | 99.05% | 99.05% |
08.07.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 720'532 | 240'177 | 220'494 CHF | 75'900 CHF | 96.83% | 96.83% |
05.07.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 223'639 CHF | 77'046 CHF | 96.02% | 96.02% |
04.07.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'052 | 200'017 | 204'038 CHF | 70'013 CHF | 95.92% | 95.92% |
03.07.2024 | 2.55% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 233'016 CHF | 79'672 CHF | 98.54% | 98.54% |
02.07.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 230'039 CHF | 78'680 CHF | 98.67% | 98.67% |