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 | 1.73% | 0.55 CHF | 0.56 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 430'814 CHF | 116'884 CHF | 99.38% | 99.38% |
12.07.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 409'280 CHF | 111'141 CHF | 99.38% | 99.38% |
11.07.2024 | 1.91% | 0.55 CHF | 0.56 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 390'253 CHF | 106'067 CHF | 99.38% | 99.38% |
10.07.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 368'945 CHF | 100'385 CHF | 99.37% | 99.37% |
09.07.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 379'855 CHF | 103'295 CHF | 99.38% | 99.38% |
08.07.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 374'118 CHF | 101'765 CHF | 99.38% | 99.38% |
05.07.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 402'736 CHF | 109'396 CHF | 99.38% | 99.38% |
04.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 388'456 CHF | 105'588 CHF | 98.59% | 98.59% |
03.07.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 373'391 CHF | 101'571 CHF | 99.37% | 99.37% |
02.07.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 338'263 CHF | 92'203 CHF | 99.38% | 99.38% |