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 | 3.93% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 224'485 CHF | 77'828 CHF | 95.51% | 95.51% |
12.07.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 781'232 | 260'411 | 217'674 CHF | 75'162 CHF | 99.46% | 99.46% |
11.07.2024 | 3.05% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 242'447 CHF | 83'316 CHF | 98.35% | 98.35% |
10.07.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 225'907 CHF | 77'802 CHF | 96.16% | 96.16% |
09.07.2024 | 3.23% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 228'586 CHF | 78'695 CHF | 96.99% | 96.99% |
08.07.2024 | 3.59% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 821'263 | 273'754 | 224'384 CHF | 77'532 CHF | 93.55% | 93.55% |
05.07.2024 | 3.36% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 768'128 | 256'043 | 224'853 CHF | 77'512 CHF | 96.12% | 96.12% |
04.07.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 224'405 CHF | 77'302 CHF | 99.58% | 99.58% |
03.07.2024 | 3.45% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 214'118 CHF | 73'873 CHF | 98.89% | 98.89% |
02.07.2024 | 3.83% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 872'524 | 290'841 | 223'373 CHF | 77'366 CHF | 99.58% | 99.58% |