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 | 3.27% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 225'833 CHF | 77'778 CHF | 99.34% | 99.34% |
12.07.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 235'001 CHF | 80'834 CHF | 99.24% | 99.24% |
11.07.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 752'174 | 250'725 | 219'569 CHF | 75'697 CHF | 99.29% | 99.29% |
10.07.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 229'407 CHF | 78'969 CHF | 99.37% | 99.37% |
09.07.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 233'559 CHF | 80'353 CHF | 99.35% | 99.35% |
08.07.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 276'355 CHF | 94'618 CHF | 99.37% | 99.37% |
05.07.2024 | 2.55% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 291'015 CHF | 99'505 CHF | 99.39% | 99.39% |
04.07.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 291'282 CHF | 99'594 CHF | 99.37% | 99.37% |
03.07.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 277'707 CHF | 95'069 CHF | 99.37% | 99.37% |
02.07.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 261'897 CHF | 89'799 CHF | 99.39% | 99.39% |