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 | 2.21% | 0.42 CHF | 0.43 CHF | 750'000 | 200'000 | 622'027 | 200'000 | 277'926 CHF | 91'558 CHF | 99.38% | 99.38% |
12.07.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 726'621 | 200'000 | 302'847 CHF | 85'476 CHF | 99.38% | 99.38% |
11.07.2024 | 2.53% | 0.43 CHF | 0.44 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 293'783 CHF | 80'342 CHF | 99.38% | 99.38% |
10.07.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 271'344 CHF | 74'358 CHF | 99.37% | 99.37% |
09.07.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 281'833 CHF | 77'156 CHF | 99.37% | 99.37% |
08.07.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 275'793 CHF | 75'545 CHF | 99.38% | 99.38% |
05.07.2024 | 2.42% | 0.39 CHF | 0.40 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 305'619 CHF | 83'498 CHF | 99.38% | 99.38% |
04.07.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 291'518 CHF | 79'738 CHF | 98.59% | 98.59% |
03.07.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 277'251 CHF | 75'934 CHF | 99.37% | 99.37% |
02.07.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 240'763 CHF | 66'203 CHF | 99.38% | 99.38% |