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 | 2.13% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 734'078 | 244'693 | 341'763 CHF | 116'368 CHF | 93.40% | 93.40% |
12.07.2024 | 2.34% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 317'428 CHF | 108'309 CHF | 94.44% | 94.44% |
11.07.2024 | 2.66% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 278'750 CHF | 95'417 CHF | 90.60% | 90.60% |
10.07.2024 | 2.88% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 762'612 | 254'204 | 261'024 CHF | 89'550 CHF | 87.10% | 87.10% |
09.07.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 808'111 | 269'370 | 265'358 CHF | 91'146 CHF | 84.57% | 84.57% |
08.07.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 265'198 CHF | 90'900 CHF | 85.90% | 85.90% |
05.07.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 271'745 CHF | 93'082 CHF | 91.13% | 91.13% |
04.07.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 808'252 | 269'417 | 270'453 CHF | 92'845 CHF | 80.01% | 80.01% |
03.07.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 804'492 | 268'164 | 273'485 CHF | 93'844 CHF | 91.69% | 91.69% |
02.07.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 886'236 | 295'412 | 273'911 CHF | 94'258 CHF | 96.55% | 96.55% |