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 | 4.83% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 121'459 CHF | 42'487 CHF | 99.40% | 99.40% |
12.07.2024 | 4.85% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 120'837 CHF | 42'279 CHF | 99.34% | 99.34% |
11.07.2024 | 4.65% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 126'191 CHF | 44'064 CHF | 98.06% | 98.06% |
10.07.2024 | 4.96% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 118'035 CHF | 41'345 CHF | 99.38% | 99.38% |
09.07.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 124'747 CHF | 43'582 CHF | 99.42% | 99.42% |
08.07.2024 | 5.05% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 115'913 CHF | 40'638 CHF | 99.28% | 99.28% |
05.07.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 101'959 CHF | 35'986 CHF | 98.50% | 98.50% |
04.07.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 102'212 CHF | 36'071 CHF | 99.37% | 99.37% |
03.07.2024 | 5.74% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 101'535 CHF | 35'845 CHF | 99.36% | 99.36% |
02.07.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 90'122 CHF | 32'041 CHF | 99.27% | 99.27% |