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 | 2.87% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 257'235 CHF | 88'245 CHF | 99.72% | 99.72% |
12.07.2024 | 2.67% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 601'401 | 200'467 | 222'280 CHF | 76'098 CHF | 99.71% | 99.71% |
11.07.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 749'520 | 249'840 | 254'264 CHF | 87'253 CHF | 99.01% | 99.01% |
10.07.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 240'924 CHF | 82'808 CHF | 99.56% | 99.56% |
09.07.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 232'087 CHF | 79'862 CHF | 99.55% | 99.55% |
08.07.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 246'526 CHF | 84'675 CHF | 99.58% | 99.58% |
05.07.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 239'527 CHF | 82'343 CHF | 99.56% | 99.56% |
04.07.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 239'153 CHF | 82'218 CHF | 99.58% | 99.58% |
03.07.2024 | 2.76% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 645'064 | 215'021 | 229'784 CHF | 78'745 CHF | 99.57% | 99.57% |
02.07.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 721'820 | 240'607 | 259'419 CHF | 88'879 CHF | 99.31% | 99.31% |