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 | 1.79% | 0.53 CHF | 0.54 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 416'258 CHF | 84'752 CHF | 99.17% | 99.17% |
12.07.2024 | 1.78% | 0.59 CHF | 0.60 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 416'835 CHF | 84'867 CHF | 99.17% | 99.17% |
11.07.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 393'384 CHF | 80'177 CHF | 99.17% | 99.17% |
10.07.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 379'819 CHF | 77'464 CHF | 99.17% | 99.17% |
09.07.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 368'265 CHF | 75'153 CHF | 99.17% | 99.17% |
08.07.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 351'977 CHF | 71'895 CHF | 99.16% | 99.16% |
05.07.2024 | 2.08% | 0.44 CHF | 0.45 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 357'254 CHF | 72'951 CHF | 99.16% | 99.16% |
04.07.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 350'145 CHF | 71'529 CHF | 99.17% | 99.17% |
03.07.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 334'167 CHF | 68'333 CHF | 99.17% | 99.17% |
02.07.2024 | 2.26% | 0.46 CHF | 0.47 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 329'290 CHF | 67'358 CHF | 99.16% | 99.16% |