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 | 2.30% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 322'153 CHF | 109'884 CHF | 95.65% | 95.65% |
12.07.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 345'580 CHF | 117'693 CHF | 99.41% | 99.41% |
11.07.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 382'531 CHF | 130'010 CHF | 98.28% | 98.28% |
10.07.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 362'766 CHF | 123'422 CHF | 96.15% | 96.15% |
09.07.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 369'172 CHF | 125'557 CHF | 96.95% | 96.95% |
08.07.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 340'947 CHF | 116'149 CHF | 93.54% | 93.54% |
05.07.2024 | 2.08% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 356'527 CHF | 121'342 CHF | 96.09% | 96.09% |
04.07.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 365'648 CHF | 124'383 CHF | 99.56% | 99.56% |
03.07.2024 | 2.11% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 351'216 CHF | 119'572 CHF | 98.83% | 98.83% |
02.07.2024 | 2.26% | 0.48 CHF | 0.49 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 328'163 CHF | 111'888 CHF | 99.56% | 99.56% |