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 | 2.80% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 263'928 CHF | 90'476 CHF | 96.37% | 96.37% |
12.07.2024 | 2.76% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 268'174 CHF | 91'892 CHF | 97.50% | 97.50% |
11.07.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 749'957 | 250'000 | 270'068 CHF | 92'528 CHF | 97.89% | 97.89% |
10.07.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 245'426 CHF | 84'309 CHF | 96.76% | 96.76% |
09.07.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 235'274 CHF | 80'925 CHF | 94.85% | 94.85% |
08.07.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 246'110 CHF | 84'537 CHF | 95.79% | 95.79% |
05.07.2024 | 2.88% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 249'953 | 257'126 CHF | 88'192 CHF | 97.62% | 97.62% |
04.07.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 265'590 CHF | 91'030 CHF | 90.55% | 90.55% |
03.07.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 255'500 CHF | 87'667 CHF | 95.90% | 95.90% |
02.07.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 225'022 CHF | 77'507 CHF | 98.90% | 98.90% |