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 | 3.13% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 236'382 CHF | 81'294 CHF | 99.38% | 99.38% |
12.07.2024 | 3.36% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 219'953 CHF | 75'818 CHF | 99.38% | 99.38% |
11.07.2024 | 3.60% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 205'009 CHF | 70'836 CHF | 99.38% | 99.38% |
10.07.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 187'941 CHF | 65'147 CHF | 99.37% | 99.37% |
09.07.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 194'984 CHF | 67'495 CHF | 99.38% | 99.38% |
08.07.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 190'673 CHF | 66'058 CHF | 99.38% | 99.38% |
05.07.2024 | 3.42% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 215'548 CHF | 74'349 CHF | 99.38% | 99.38% |
04.07.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 202'649 CHF | 70'050 CHF | 98.59% | 98.59% |
03.07.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 192'346 CHF | 66'615 CHF | 99.37% | 99.37% |
02.07.2024 | 4.47% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 164'178 CHF | 57'226 CHF | 99.38% | 99.38% |