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 | 2.41% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 307'867 CHF | 105'122 CHF | 95.51% | 95.51% |
12.07.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 293'892 CHF | 100'464 CHF | 99.44% | 99.44% |
11.07.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 867'650 | 289'217 | 306'973 CHF | 105'217 CHF | 98.40% | 98.40% |
10.07.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'713 | 250'238 | 283'688 CHF | 97'065 CHF | 96.17% | 96.17% |
09.07.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 278'064 CHF | 95'188 CHF | 96.95% | 96.95% |
08.07.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 302'632 CHF | 103'377 CHF | 93.51% | 93.51% |
05.07.2024 | 2.54% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 291'273 CHF | 99'591 CHF | 96.09% | 96.09% |
04.07.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 288'299 CHF | 98'600 CHF | 99.56% | 99.56% |
03.07.2024 | 2.48% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 298'980 CHF | 102'160 CHF | 98.90% | 98.90% |
02.07.2024 | 2.26% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 329'062 CHF | 112'187 CHF | 99.60% | 99.60% |