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 | 2.57% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 287'702 CHF | 98'401 CHF | 99.38% | 99.38% |
12.07.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 284'958 CHF | 97'486 CHF | 99.38% | 99.38% |
11.07.2024 | 2.81% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 263'373 CHF | 90'291 CHF | 99.37% | 99.37% |
10.07.2024 | 2.95% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 250'243 CHF | 85'914 CHF | 99.37% | 99.37% |
09.07.2024 | 2.69% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 275'746 CHF | 94'415 CHF | 99.37% | 99.37% |
08.07.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 276'029 CHF | 94'510 CHF | 99.38% | 99.38% |
05.07.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 269'758 CHF | 92'419 CHF | 99.38% | 99.38% |
04.07.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 271'296 CHF | 92'932 CHF | 98.82% | 98.82% |
03.07.2024 | 2.74% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 270'887 CHF | 92'796 CHF | 99.38% | 99.38% |
02.07.2024 | 2.94% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 251'905 CHF | 86'468 CHF | 99.38% | 99.38% |