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 | 1.82% | 0.51 CHF | 0.52 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 408'211 CHF | 138'570 CHF | 99.38% | 99.38% |
12.07.2024 | 1.81% | 0.58 CHF | 0.59 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 411'557 CHF | 139'686 CHF | 99.38% | 99.38% |
11.07.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 393'382 CHF | 133'627 CHF | 99.38% | 99.38% |
10.07.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 355'769 CHF | 121'090 CHF | 99.38% | 99.38% |
09.07.2024 | 2.01% | 0.47 CHF | 0.48 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 369'974 CHF | 125'825 CHF | 99.38% | 99.38% |
08.07.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 370'650 CHF | 126'050 CHF | 99.38% | 99.38% |
05.07.2024 | 1.91% | 0.49 CHF | 0.50 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 389'493 CHF | 132'331 CHF | 99.38% | 99.38% |
04.07.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 370'822 CHF | 126'107 CHF | 98.59% | 98.59% |
03.07.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 356'688 CHF | 121'396 CHF | 99.38% | 99.38% |
02.07.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 324'175 CHF | 110'558 CHF | 99.37% | 99.37% |