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 | 2.59% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 285'623 CHF | 97'708 CHF | 99.38% | 99.38% |
12.07.2024 | 2.76% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 268'390 CHF | 91'964 CHF | 99.38% | 99.38% |
11.07.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 253'544 CHF | 87'015 CHF | 99.38% | 99.38% |
10.07.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 237'028 CHF | 81'509 CHF | 99.37% | 99.37% |
09.07.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 245'213 CHF | 84'238 CHF | 99.38% | 99.38% |
08.07.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 240'991 CHF | 82'831 CHF | 99.38% | 99.38% |
05.07.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 263'745 CHF | 90'415 CHF | 99.37% | 99.37% |
04.07.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 253'518 CHF | 87'006 CHF | 98.59% | 98.59% |
03.07.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 243'190 CHF | 83'563 CHF | 99.37% | 99.37% |
02.07.2024 | 3.43% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 215'223 CHF | 74'241 CHF | 99.38% | 99.38% |