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 | 2.16% | 0.43 CHF | 0.44 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 343'276 CHF | 70'155 CHF | 99.17% | 99.17% |
12.07.2024 | 2.17% | 0.49 CHF | 0.50 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 341'731 CHF | 69'846 CHF | 99.17% | 99.17% |
11.07.2024 | 2.36% | 0.45 CHF | 0.46 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 315'023 CHF | 64'505 CHF | 99.16% | 99.16% |
10.07.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 300'631 CHF | 61'626 CHF | 99.17% | 99.17% |
09.07.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 286'623 CHF | 58'825 CHF | 99.17% | 99.17% |
08.07.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 269'365 CHF | 55'373 CHF | 99.16% | 99.16% |
05.07.2024 | 2.69% | 0.33 CHF | 0.34 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 275'822 CHF | 56'664 CHF | 99.16% | 99.16% |
04.07.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 260'720 CHF | 53'644 CHF | 99.16% | 99.16% |
03.07.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 246'790 CHF | 50'858 CHF | 99.17% | 99.17% |
02.07.2024 | 3.03% | 0.35 CHF | 0.36 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 244'395 CHF | 50'379 CHF | 94.22% | 94.22% |