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 | 1.89% | 0.50 CHF | 0.51 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 393'304 CHF | 80'161 CHF | 99.38% | 99.38% |
12.07.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 371'780 CHF | 75'856 CHF | 99.38% | 99.38% |
11.07.2024 | 2.11% | 0.50 CHF | 0.51 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 352'533 CHF | 72'007 CHF | 99.37% | 99.37% |
10.07.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 331'344 CHF | 67'769 CHF | 99.37% | 99.37% |
09.07.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 340'036 CHF | 69'507 CHF | 99.38% | 99.38% |
08.07.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 335'792 CHF | 68'659 CHF | 99.38% | 99.38% |
05.07.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 365'208 CHF | 74'542 CHF | 99.37% | 99.37% |
04.07.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 350'215 CHF | 71'543 CHF | 98.59% | 98.59% |
03.07.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 335'891 CHF | 68'678 CHF | 99.37% | 99.37% |
02.07.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 299'699 CHF | 61'440 CHF | 99.38% | 99.38% |