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 | 1.29% | 0.80 CHF | 0.81 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 575'807 CHF | 77'774 CHF | 96.15% | 96.15% |
12.07.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 572'237 CHF | 77'298 CHF | 96.47% | 96.47% |
11.07.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 573'177 CHF | 77'424 CHF | 97.65% | 97.65% |
10.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 601'163 CHF | 81'155 CHF | 96.44% | 96.44% |
09.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 614'915 CHF | 82'989 CHF | 95.47% | 95.47% |
08.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 602'569 CHF | 81'343 CHF | 95.49% | 95.49% |
05.07.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 594'660 CHF | 80'288 CHF | 97.89% | 97.89% |
04.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 586'372 CHF | 79'183 CHF | 89.14% | 89.14% |
03.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 598'094 CHF | 80'746 CHF | 95.48% | 95.48% |
02.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 634'460 CHF | 85'595 CHF | 98.55% | 98.55% |