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% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 257'159 CHF | 88'220 CHF | 95.49% | 95.49% |
12.07.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 281'045 CHF | 96'182 CHF | 99.44% | 99.44% |
11.07.2024 | 2.35% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 315'985 CHF | 107'828 CHF | 98.34% | 98.34% |
10.07.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 299'376 CHF | 102'292 CHF | 96.14% | 96.14% |
09.07.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 303'037 CHF | 103'512 CHF | 96.95% | 96.95% |
08.07.2024 | 2.69% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 275'019 CHF | 94'173 CHF | 93.54% | 93.54% |
05.07.2024 | 2.52% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 294'018 CHF | 100'506 CHF | 96.11% | 96.11% |
04.07.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 299'384 CHF | 102'295 CHF | 99.58% | 99.58% |
03.07.2024 | 2.61% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 284'140 CHF | 97'213 CHF | 98.77% | 98.77% |
02.07.2024 | 2.84% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 261'251 CHF | 89'584 CHF | 99.60% | 99.60% |