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 | 2.84% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 260'447 CHF | 89'316 CHF | 97.67% | 97.67% |
12.07.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 262'631 CHF | 90'044 CHF | 85.47% | 85.47% |
11.07.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 262'788 CHF | 90'096 CHF | 98.89% | 98.89% |
10.07.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 252'685 CHF | 86'728 CHF | 99.55% | 99.55% |
09.07.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 254'594 CHF | 87'365 CHF | 99.56% | 99.56% |
08.07.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 252'419 CHF | 86'640 CHF | 99.59% | 99.59% |
05.07.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 246'504 CHF | 84'668 CHF | 99.51% | 99.51% |
04.07.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 245'481 CHF | 84'327 CHF | 99.55% | 99.55% |
03.07.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 261'720 CHF | 89'740 CHF | 99.00% | 99.00% |
02.07.2024 | 2.74% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 270'026 CHF | 92'509 CHF | 99.58% | 99.58% |