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 | 2.92% | 0.33 CHF | 0.34 CHF | 750'000 | 150'000 | 743'745 | 150'000 | 250'871 CHF | 52'123 CHF | 99.16% | 99.16% |
12.07.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 750'000 | 150'000 | 746'488 | 150'000 | 261'328 CHF | 54'018 CHF | 99.17% | 99.17% |
11.07.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 600'000 | 150'000 | 717'791 | 150'000 | 256'253 CHF | 55'147 CHF | 99.17% | 99.17% |
10.07.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 249'075 CHF | 51'315 CHF | 99.16% | 99.16% |
09.07.2024 | 2.96% | 0.31 CHF | 0.32 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 249'678 CHF | 51'436 CHF | 99.17% | 99.17% |
08.07.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 252'319 CHF | 51'964 CHF | 99.15% | 99.15% |
05.07.2024 | 2.96% | 0.35 CHF | 0.36 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 249'946 CHF | 51'489 CHF | 99.16% | 99.16% |
04.07.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 220'630 CHF | 45'626 CHF | 99.17% | 99.17% |
03.07.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 216'647 CHF | 44'829 CHF | 99.16% | 99.16% |
02.07.2024 | 3.74% | 0.30 CHF | 0.31 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 197'108 CHF | 40'922 CHF | 99.16% | 99.16% |