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 | 4.06% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 752'601 | 250'867 | 181'791 CHF | 63'106 CHF | 96.50% | 96.50% |
12.07.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 838'613 | 279'538 | 199'425 CHF | 69'270 CHF | 92.10% | 92.10% |
11.07.2024 | 3.69% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 199'891 CHF | 69'130 CHF | 98.45% | 98.45% |
10.07.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 228'782 CHF | 78'761 CHF | 98.43% | 98.43% |
09.07.2024 | 3.34% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 220'907 CHF | 76'136 CHF | 97.83% | 97.83% |
08.07.2024 | 3.76% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 195'481 CHF | 67'660 CHF | 98.04% | 98.04% |
05.07.2024 | 3.73% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 197'460 CHF | 68'320 CHF | 98.99% | 98.99% |
04.07.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 196'524 CHF | 68'008 CHF | 99.56% | 99.56% |
03.07.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 208'662 CHF | 72'054 CHF | 97.67% | 97.67% |
02.07.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 203'825 CHF | 70'442 CHF | 99.58% | 99.58% |