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 | 2.25% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 330'560 CHF | 112'687 CHF | 99.38% | 99.38% |
12.07.2024 | 2.38% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 311'256 CHF | 106'252 CHF | 99.38% | 99.38% |
11.07.2024 | 2.49% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 297'247 CHF | 101'582 CHF | 99.38% | 99.38% |
10.07.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 278'844 CHF | 95'448 CHF | 99.37% | 99.37% |
09.07.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 285'729 CHF | 97'743 CHF | 99.38% | 99.38% |
08.07.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 282'112 CHF | 96'537 CHF | 99.38% | 99.38% |
05.07.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 305'808 CHF | 104'436 CHF | 99.38% | 99.38% |
04.07.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 293'547 CHF | 100'349 CHF | 98.59% | 98.59% |
03.07.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 282'346 CHF | 96'615 CHF | 99.37% | 99.37% |
02.07.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 253'074 CHF | 86'858 CHF | 99.38% | 99.38% |