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 | 2.13% | 0.44 CHF | 0.45 CHF | 750'000 | 200'000 | 698'575 | 200'000 | 323'665 CHF | 94'900 CHF | 99.38% | 99.38% |
12.07.2024 | 2.27% | 0.46 CHF | 0.47 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 326'115 CHF | 88'964 CHF | 99.38% | 99.38% |
11.07.2024 | 2.41% | 0.44 CHF | 0.45 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 307'331 CHF | 83'955 CHF | 99.37% | 99.37% |
10.07.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 286'066 CHF | 78'284 CHF | 99.37% | 99.37% |
09.07.2024 | 2.51% | 0.38 CHF | 0.39 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 294'968 CHF | 80'658 CHF | 99.38% | 99.38% |
08.07.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 290'133 CHF | 79'369 CHF | 99.38% | 99.38% |
05.07.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 319'929 CHF | 87'314 CHF | 99.37% | 99.37% |
04.07.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 305'184 CHF | 83'382 CHF | 98.58% | 98.58% |
03.07.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 289'880 CHF | 79'302 CHF | 99.37% | 99.37% |
02.07.2024 | 2.91% | 0.36 CHF | 0.37 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 254'218 CHF | 69'792 CHF | 99.38% | 99.38% |