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 | 3.68% | 0.30 CHF | 0.31 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 200'798 CHF | 27'773 CHF | 96.15% | 96.15% |
12.07.2024 | 3.73% | 0.24 CHF | 0.25 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 197'801 CHF | 27'374 CHF | 96.47% | 96.47% |
11.07.2024 | 3.71% | 0.25 CHF | 0.26 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 198'288 CHF | 27'438 CHF | 97.65% | 97.65% |
10.07.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 227'408 CHF | 31'321 CHF | 96.44% | 96.44% |
09.07.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 241'649 CHF | 33'220 CHF | 95.46% | 95.46% |
08.07.2024 | 3.22% | 0.32 CHF | 0.33 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 229'358 CHF | 31'581 CHF | 95.49% | 95.49% |
05.07.2024 | 3.35% | 0.31 CHF | 0.32 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 220'352 CHF | 30'380 CHF | 97.88% | 97.88% |
04.07.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 211'934 CHF | 29'258 CHF | 89.14% | 89.14% |
03.07.2024 | 3.28% | 0.28 CHF | 0.30 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 224'814 CHF | 30'975 CHF | 95.48% | 95.48% |
02.07.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 261'860 CHF | 35'915 CHF | 98.42% | 98.42% |