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 | 2.85% | 0.35 CHF | 0.36 CHF | 900'000 | 300'000 | 839'001 | 279'667 | 290'157 CHF | 99'516 CHF | 95.48% | 95.48% |
12.07.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 298'007 CHF | 102'336 CHF | 99.50% | 99.50% |
11.07.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 267'482 CHF | 92'161 CHF | 98.35% | 98.35% |
10.07.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 286'363 CHF | 98'454 CHF | 96.11% | 96.11% |
09.07.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 282'081 CHF | 97'027 CHF | 96.95% | 96.95% |
08.07.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 896'762 | 298'921 | 302'238 CHF | 103'735 CHF | 93.54% | 93.54% |
05.07.2024 | 3.01% | 0.35 CHF | 0.36 CHF | 900'000 | 300'000 | 889'808 | 296'603 | 291'382 CHF | 100'094 CHF | 96.08% | 96.08% |
04.07.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 291'911 CHF | 100'304 CHF | 99.56% | 99.56% |
03.07.2024 | 2.94% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 302'040 CHF | 103'680 CHF | 98.81% | 98.81% |
02.07.2024 | 2.65% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 778'597 | 259'532 | 289'053 CHF | 98'946 CHF | 99.56% | 99.56% |