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 | 2.28% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 749'979 | 249'993 | 326'038 CHF | 111'179 CHF | 99.38% | 99.38% |
12.07.2024 | 2.43% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 305'312 CHF | 104'271 CHF | 99.38% | 99.38% |
11.07.2024 | 2.59% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 286'571 CHF | 98'024 CHF | 99.38% | 99.38% |
10.07.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 264'675 CHF | 90'725 CHF | 99.37% | 99.37% |
09.07.2024 | 2.69% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 275'249 CHF | 94'250 CHF | 99.37% | 99.37% |
08.07.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 270'904 CHF | 92'801 CHF | 99.38% | 99.38% |
05.07.2024 | 2.48% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 298'401 CHF | 101'967 CHF | 99.38% | 99.38% |
04.07.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 285'015 CHF | 97'505 CHF | 98.59% | 98.59% |
03.07.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 272'687 CHF | 93'396 CHF | 99.37% | 99.37% |
02.07.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 238'041 CHF | 81'847 CHF | 99.38% | 99.38% |