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 | 1.41% | 0.68 CHF | 0.69 CHF | 750'000 | 250'000 | 662'289 | 220'763 | 466'096 CHF | 157'573 CHF | 99.27% | 99.27% |
12.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 512'876 CHF | 173'459 CHF | 99.27% | 99.27% |
11.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 616'099 | 205'366 | 443'106 CHF | 149'756 CHF | 99.26% | 99.26% |
10.07.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 514'420 CHF | 173'973 CHF | 99.27% | 99.27% |
09.07.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 497'266 CHF | 168'255 CHF | 99.27% | 99.27% |
08.07.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 495'203 CHF | 167'568 CHF | 99.24% | 99.24% |
05.07.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 448'161 CHF | 151'887 CHF | 99.27% | 99.27% |
04.07.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 445'684 CHF | 151'061 CHF | 99.27% | 99.27% |
03.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 402'547 CHF | 136'682 CHF | 99.27% | 99.27% |
02.07.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 436'871 CHF | 148'124 CHF | 99.26% | 99.26% |