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 | 1.76% | 0.57 CHF | 0.58 CHF | 750'000 | 250'000 | 795'145 | 265'048 | 446'376 CHF | 151'442 CHF | 99.47% | 99.47% |
12.07.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 900'000 | 300'000 | 783'309 | 261'103 | 430'068 CHF | 145'967 CHF | 99.44% | 99.44% |
11.07.2024 | 1.58% | 0.59 CHF | 0.60 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 471'154 CHF | 159'551 CHF | 99.23% | 99.23% |
10.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 489'314 CHF | 165'605 CHF | 99.43% | 99.43% |
09.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 498'366 CHF | 168'622 CHF | 86.58% | 86.58% |
08.07.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 492'479 CHF | 166'660 CHF | 99.46% | 99.46% |
05.07.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 491'549 CHF | 166'350 CHF | 99.35% | 99.35% |
04.07.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 492'996 CHF | 166'832 CHF | 99.57% | 99.57% |
03.07.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 513'641 CHF | 173'714 CHF | 99.42% | 99.42% |
02.07.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 526'636 CHF | 178'045 CHF | 99.55% | 99.55% |