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 | 2.75% | 0.35 CHF | 0.36 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 269'060 CHF | 55'312 CHF | 99.17% | 99.17% |
12.07.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 275'522 CHF | 56'604 CHF | 99.16% | 99.16% |
11.07.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 279'685 CHF | 57'437 CHF | 99.17% | 99.17% |
10.07.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 267'820 CHF | 55'064 CHF | 99.16% | 99.16% |
09.07.2024 | 2.74% | 0.34 CHF | 0.35 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 270'174 CHF | 55'535 CHF | 99.17% | 99.17% |
08.07.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 271'678 CHF | 55'836 CHF | 99.15% | 99.15% |
05.07.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 271'786 CHF | 55'857 CHF | 99.15% | 99.15% |
04.07.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 247'829 CHF | 51'066 CHF | 99.17% | 99.17% |
03.07.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 243'568 CHF | 50'214 CHF | 99.17% | 99.17% |
02.07.2024 | 3.26% | 0.33 CHF | 0.34 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 226'676 CHF | 46'835 CHF | 99.16% | 99.16% |