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 | 1.59% | 0.66 CHF | 0.67 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 468'696 CHF | 63'493 CHF | 96.11% | 96.11% |
12.07.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 465'331 CHF | 63'044 CHF | 96.47% | 96.47% |
11.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 465'621 CHF | 63'083 CHF | 97.65% | 97.65% |
10.07.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 494'196 CHF | 66'893 CHF | 96.44% | 96.44% |
09.07.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 508'003 CHF | 68'734 CHF | 95.47% | 95.47% |
08.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 495'860 CHF | 67'115 CHF | 95.49% | 95.49% |
05.07.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 487'481 CHF | 65'998 CHF | 97.89% | 97.89% |
04.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 479'170 CHF | 64'889 CHF | 89.14% | 89.14% |
03.07.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 491'674 CHF | 66'557 CHF | 95.48% | 95.48% |
02.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 527'929 CHF | 71'391 CHF | 98.55% | 98.55% |