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 | 3.51% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 210'174 CHF | 72'558 CHF | 99.49% | 99.49% |
12.07.2024 | 3.18% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 729'532 | 243'177 | 225'475 CHF | 77'590 CHF | 99.69% | 99.69% |
11.07.2024 | 3.53% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 208'729 CHF | 72'076 CHF | 98.98% | 98.98% |
10.07.2024 | 3.76% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 195'623 CHF | 67'708 CHF | 99.56% | 99.56% |
09.07.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 187'007 CHF | 64'836 CHF | 99.58% | 99.58% |
08.07.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 200'351 CHF | 69'284 CHF | 99.57% | 99.57% |
05.07.2024 | 3.87% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 190'263 CHF | 65'921 CHF | 99.44% | 99.44% |
04.07.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 191'863 CHF | 66'454 CHF | 99.58% | 99.58% |
03.07.2024 | 3.34% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 221'661 CHF | 76'387 CHF | 99.50% | 99.50% |
02.07.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 223'020 CHF | 76'840 CHF | 99.30% | 99.30% |