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 | 4.69% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 913'779 | 313'779 | 190'290 CHF | 68'324 CHF | 99.05% | 99.05% |
12.07.2024 | 4.00% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 815'845 | 271'948 | 199'674 CHF | 69'277 CHF | 99.73% | 99.73% |
11.07.2024 | 3.62% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 758'885 | 252'962 | 206'067 CHF | 71'219 CHF | 98.82% | 98.82% |
10.07.2024 | 3.44% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 214'236 CHF | 73'912 CHF | 98.50% | 98.50% |
09.07.2024 | 3.62% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 203'756 CHF | 70'419 CHF | 99.54% | 99.54% |
08.07.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'185 | 250'062 | 202'320 CHF | 69'941 CHF | 96.25% | 96.25% |
05.07.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'034 | 250'011 | 202'614 CHF | 70'038 CHF | 99.43% | 99.43% |
04.07.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 753'007 | 251'002 | 195'886 CHF | 67'805 CHF | 99.39% | 99.39% |
03.07.2024 | 3.47% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 212'291 CHF | 73'264 CHF | 99.57% | 99.57% |
02.07.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 217'407 CHF | 74'969 CHF | 99.44% | 99.44% |