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 | 3.32% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 222'312 CHF | 76'604 CHF | 95.66% | 95.66% |
12.07.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 247'093 CHF | 84'865 CHF | 99.68% | 99.68% |
11.07.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 281'925 CHF | 96'475 CHF | 98.27% | 98.27% |
10.07.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 264'565 CHF | 90'688 CHF | 96.14% | 96.14% |
09.07.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 268'487 CHF | 91'996 CHF | 96.99% | 96.99% |
08.07.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 243'101 CHF | 83'534 CHF | 93.55% | 93.55% |
05.07.2024 | 2.87% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 257'839 CHF | 88'446 CHF | 96.07% | 96.07% |
04.07.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 262'358 CHF | 89'953 CHF | 99.56% | 99.56% |
03.07.2024 | 2.93% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 252'749 CHF | 86'750 CHF | 98.89% | 98.89% |
02.07.2024 | 3.26% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 227'080 CHF | 78'193 CHF | 99.59% | 99.59% |