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 | 2.58% | 0.36 CHF | 0.37 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 287'629 CHF | 78'701 CHF | 99.38% | 99.38% |
12.07.2024 | 2.75% | 0.38 CHF | 0.39 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 269'631 CHF | 73'902 CHF | 99.38% | 99.38% |
11.07.2024 | 2.91% | 0.37 CHF | 0.38 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 254'503 CHF | 69'868 CHF | 99.38% | 99.38% |
10.07.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 236'057 CHF | 64'949 CHF | 99.37% | 99.37% |
09.07.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 245'408 CHF | 67'442 CHF | 99.38% | 99.38% |
08.07.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 240'978 CHF | 66'261 CHF | 99.38% | 99.38% |
05.07.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 265'330 CHF | 72'755 CHF | 99.37% | 99.37% |
04.07.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 253'518 CHF | 69'605 CHF | 98.58% | 98.58% |
03.07.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 241'351 CHF | 66'360 CHF | 99.38% | 99.38% |
02.07.2024 | 3.48% | 0.30 CHF | 0.31 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 212'125 CHF | 58'567 CHF | 99.38% | 99.38% |