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 | 3.06% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 241'211 CHF | 82'904 CHF | 96.52% | 96.52% |
12.07.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 238'223 CHF | 81'908 CHF | 91.99% | 91.99% |
11.07.2024 | 2.83% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 261'694 CHF | 89'731 CHF | 98.51% | 98.51% |
10.07.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'881 CHF | 80'294 CHF | 98.34% | 98.34% |
09.07.2024 | 2.61% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 226'923 CHF | 77'641 CHF | 97.88% | 97.88% |
08.07.2024 | 2.88% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 746'762 | 248'921 | 255'484 CHF | 87'651 CHF | 97.98% | 97.98% |
05.07.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 731'517 | 243'839 | 256'189 CHF | 87'835 CHF | 98.99% | 98.99% |
04.07.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 261'313 CHF | 89'604 CHF | 99.56% | 99.56% |
03.07.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 603'789 | 201'263 | 221'548 CHF | 75'862 CHF | 97.69% | 97.69% |
02.07.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'039 | 200'013 | 216'109 CHF | 74'037 CHF | 99.57% | 99.57% |