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 | 2.88% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 308'574 CHF | 105'858 CHF | 95.49% | 95.49% |
12.07.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 900'000 | 300'000 | 898'140 | 299'380 | 331'316 CHF | 113'433 CHF | 99.47% | 99.47% |
11.07.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 310'283 CHF | 105'928 CHF | 98.39% | 98.39% |
10.07.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 293'198 CHF | 100'232 CHF | 96.14% | 96.14% |
09.07.2024 | 2.49% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 297'212 CHF | 101'571 CHF | 96.95% | 96.95% |
08.07.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 865'433 | 288'478 | 314'212 CHF | 107'622 CHF | 93.55% | 93.55% |
05.07.2024 | 2.57% | 0.36 CHF | 0.37 CHF | 900'000 | 300'000 | 770'138 | 256'713 | 295'190 CHF | 100'964 CHF | 96.06% | 96.06% |
04.07.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 291'932 CHF | 99'811 CHF | 99.58% | 99.58% |
03.07.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'141 | 250'047 | 282'638 CHF | 96'713 CHF | 98.89% | 98.89% |
02.07.2024 | 2.84% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 876'239 | 292'080 | 304'045 CHF | 104'269 CHF | 99.57% | 99.57% |