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 | 2.08% | 0.51 CHF | 0.52 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 357'663 CHF | 48'688 CHF | 96.15% | 96.15% |
12.07.2024 | 2.09% | 0.45 CHF | 0.46 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 354'553 CHF | 48'274 CHF | 96.47% | 96.47% |
11.07.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 354'671 CHF | 48'290 CHF | 97.65% | 97.65% |
10.07.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 383'860 CHF | 52'181 CHF | 96.44% | 96.44% |
09.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 397'893 CHF | 54'052 CHF | 95.46% | 95.46% |
08.07.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 385'501 CHF | 52'400 CHF | 95.49% | 95.49% |
05.07.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 376'866 CHF | 51'249 CHF | 97.89% | 97.89% |
04.07.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 368'192 CHF | 50'092 CHF | 89.12% | 89.12% |
03.07.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 381'101 CHF | 51'814 CHF | 95.48% | 95.48% |
02.07.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 417'910 CHF | 56'721 CHF | 98.55% | 98.55% |