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 | 4.32% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 135'942 CHF | 47'314 CHF | 97.52% | 97.52% |
12.07.2024 | 4.31% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 629'403 | 209'801 | 143'277 CHF | 49'857 CHF | 85.48% | 85.48% |
11.07.2024 | 4.27% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 631'055 | 210'352 | 144'623 CHF | 50'311 CHF | 98.90% | 98.90% |
10.07.2024 | 4.62% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 158'690 CHF | 55'397 CHF | 99.58% | 99.58% |
09.07.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 161'143 CHF | 56'215 CHF | 99.53% | 99.53% |
08.07.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 158'035 CHF | 55'178 CHF | 99.53% | 99.53% |
05.07.2024 | 4.84% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 151'380 CHF | 52'960 CHF | 99.54% | 99.54% |
04.07.2024 | 4.90% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 149'900 CHF | 52'467 CHF | 99.55% | 99.55% |
03.07.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 165'275 CHF | 57'592 CHF | 98.97% | 98.97% |
02.07.2024 | 4.17% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 712'576 | 237'525 | 167'502 CHF | 58'209 CHF | 99.56% | 99.56% |