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 | 2.39% | 0.39 CHF | 0.40 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 310'151 CHF | 63'530 CHF | 99.17% | 99.17% |
12.07.2024 | 2.39% | 0.44 CHF | 0.45 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 310'714 CHF | 63'643 CHF | 99.17% | 99.17% |
11.07.2024 | 2.55% | 0.41 CHF | 0.42 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 290'905 CHF | 59'681 CHF | 99.16% | 99.16% |
10.07.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 280'523 CHF | 57'605 CHF | 99.16% | 99.16% |
09.07.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 269'057 CHF | 55'311 CHF | 99.17% | 99.17% |
08.07.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 256'488 CHF | 52'798 CHF | 99.15% | 99.15% |
05.07.2024 | 2.83% | 0.32 CHF | 0.33 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 261'449 CHF | 53'790 CHF | 99.16% | 99.16% |
04.07.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 259'078 CHF | 53'316 CHF | 99.17% | 99.17% |
03.07.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 245'086 CHF | 50'517 CHF | 99.17% | 99.17% |
02.07.2024 | 3.10% | 0.34 CHF | 0.35 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 238'909 CHF | 49'282 CHF | 99.16% | 99.16% |