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 | 2.45% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 302'861 CHF | 103'454 CHF | 99.58% | 99.58% |
12.07.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 304'744 CHF | 104'081 CHF | 99.59% | 99.59% |
11.07.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 357'620 CHF | 122'207 CHF | 99.48% | 99.48% |
10.07.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 346'500 CHF | 118'500 CHF | 99.66% | 99.66% |
09.07.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 337'985 CHF | 115'662 CHF | 99.58% | 99.58% |
08.07.2024 | 2.23% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 332'292 CHF | 113'264 CHF | 99.57% | 99.57% |
05.07.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 343'626 CHF | 117'042 CHF | 99.58% | 99.58% |
04.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 355'284 CHF | 120'928 CHF | 99.58% | 99.58% |
03.07.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 762'416 | 254'139 | 325'973 CHF | 111'199 CHF | 99.56% | 99.56% |
02.07.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 328'783 CHF | 112'594 CHF | 99.57% | 99.57% |