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% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 646'416 | 215'472 | 187'972 CHF | 64'812 CHF | 97.67% | 97.67% |
12.07.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 676'536 | 225'512 | 198'075 CHF | 68'280 CHF | 85.33% | 85.33% |
11.07.2024 | 3.32% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 222'077 CHF | 76'526 CHF | 98.89% | 98.89% |
10.07.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 210'712 CHF | 72'737 CHF | 99.58% | 99.58% |
09.07.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 213'642 CHF | 73'714 CHF | 99.52% | 99.52% |
08.07.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 210'294 CHF | 72'598 CHF | 99.58% | 99.58% |
05.07.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 203'822 CHF | 70'441 CHF | 99.50% | 99.50% |
04.07.2024 | 3.63% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 203'433 CHF | 70'311 CHF | 99.55% | 99.55% |
03.07.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 218'192 CHF | 75'231 CHF | 99.06% | 99.06% |
02.07.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 226'358 CHF | 77'953 CHF | 99.56% | 99.56% |