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 | 4.45% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 164'969 CHF | 57'490 CHF | 95.57% | 95.57% |
12.07.2024 | 3.86% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 190'647 CHF | 66'049 CHF | 99.42% | 99.42% |
11.07.2024 | 3.24% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 602'537 | 200'846 | 182'943 CHF | 62'989 CHF | 98.05% | 98.05% |
10.07.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 634'469 | 211'490 | 177'659 CHF | 61'335 CHF | 96.14% | 96.14% |
09.07.2024 | 3.45% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 170'777 CHF | 58'926 CHF | 96.95% | 96.95% |
08.07.2024 | 3.98% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 738'980 | 246'327 | 181'994 CHF | 63'128 CHF | 93.55% | 93.55% |
05.07.2024 | 3.63% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 729'007 | 243'002 | 197'812 CHF | 68'368 CHF | 96.07% | 96.07% |
04.07.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 747'208 | 249'069 | 208'600 CHF | 72'024 CHF | 99.58% | 99.58% |
03.07.2024 | 3.79% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 728'180 | 242'727 | 188'495 CHF | 65'259 CHF | 98.87% | 98.87% |
02.07.2024 | 4.30% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 171'300 CHF | 59'600 CHF | 99.55% | 99.55% |