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 | 3.38% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 218'519 CHF | 75'340 CHF | 98.76% | 98.76% |
12.07.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 238'150 CHF | 81'883 CHF | 98.84% | 98.84% |
11.07.2024 | 2.54% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 291'440 CHF | 99'647 CHF | 99.36% | 99.36% |
10.07.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 746'969 | 248'990 | 298'662 CHF | 102'044 CHF | 98.38% | 98.38% |
09.07.2024 | 2.63% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 281'384 CHF | 96'295 CHF | 97.75% | 97.75% |
08.07.2024 | 2.94% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 251'270 CHF | 86'257 CHF | 97.49% | 97.49% |
05.07.2024 | 3.16% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 233'416 CHF | 80'305 CHF | 98.28% | 98.28% |
04.07.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 233'121 CHF | 80'207 CHF | 94.22% | 94.22% |
03.07.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 236'747 CHF | 81'416 CHF | 99.40% | 99.40% |
02.07.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 264'498 CHF | 90'666 CHF | 99.00% | 99.00% |