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 | 5.18% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 848'719 | 282'906 | 159'613 CHF | 56'034 CHF | 99.32% | 99.32% |
12.07.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 757'055 | 252'352 | 150'214 CHF | 52'595 CHF | 99.31% | 99.31% |
11.07.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 161'898 CHF | 56'966 CHF | 99.30% | 99.30% |
10.07.2024 | 5.02% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 174'821 CHF | 61'274 CHF | 99.37% | 99.37% |
09.07.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 828'128 | 276'043 | 166'114 CHF | 58'132 CHF | 99.41% | 99.41% |
08.07.2024 | 3.81% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 193'335 CHF | 66'945 CHF | 99.38% | 99.38% |
05.07.2024 | 3.53% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 208'795 CHF | 72'098 CHF | 99.39% | 99.39% |
04.07.2024 | 3.52% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 209'184 CHF | 72'228 CHF | 99.37% | 99.37% |
03.07.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 197'205 CHF | 68'235 CHF | 99.37% | 99.37% |
02.07.2024 | 4.04% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'087 | 250'029 | 182'060 CHF | 63'187 CHF | 99.40% | 99.40% |