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 | 1.34% | 0.71 CHF | 0.72 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 558'337 CHF | 188'612 CHF | 99.38% | 99.38% |
12.07.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 550'404 CHF | 185'968 CHF | 99.38% | 99.38% |
11.07.2024 | 1.43% | 0.73 CHF | 0.74 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 519'621 CHF | 175'707 CHF | 99.38% | 99.38% |
10.07.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 476'878 CHF | 161'459 CHF | 99.37% | 99.37% |
09.07.2024 | 1.55% | 0.61 CHF | 0.62 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 480'068 CHF | 162'523 CHF | 99.37% | 99.37% |
08.07.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 484'367 CHF | 163'956 CHF | 99.38% | 99.38% |
05.07.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 507'044 CHF | 171'515 CHF | 99.38% | 99.38% |
04.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 497'193 CHF | 168'231 CHF | 98.59% | 98.59% |
03.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 484'667 CHF | 164'056 CHF | 99.37% | 99.37% |
02.07.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 444'220 CHF | 150'573 CHF | 99.38% | 99.38% |