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 | 2.00% | 0.47 CHF | 0.48 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 371'066 CHF | 126'189 CHF | 99.38% | 99.38% |
12.07.2024 | 2.12% | 0.49 CHF | 0.50 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 350'944 CHF | 119'481 CHF | 99.38% | 99.38% |
11.07.2024 | 2.22% | 0.48 CHF | 0.49 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 335'020 CHF | 114'173 CHF | 99.38% | 99.38% |
10.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 313'337 CHF | 106'946 CHF | 99.37% | 99.37% |
09.07.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 321'703 CHF | 109'734 CHF | 99.37% | 99.37% |
08.07.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 316'851 CHF | 108'117 CHF | 99.38% | 99.38% |
05.07.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 344'939 CHF | 117'480 CHF | 99.38% | 99.38% |
04.07.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 330'774 CHF | 112'758 CHF | 98.59% | 98.59% |
03.07.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 319'224 CHF | 108'908 CHF | 99.37% | 99.37% |
02.07.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 283'748 CHF | 97'083 CHF | 99.38% | 99.38% |