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 | 4.69% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 187'984 CHF | 65'661 CHF | 96.45% | 96.45% |
12.07.2024 | 4.62% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 190'582 CHF | 66'527 CHF | 97.81% | 97.81% |
11.07.2024 | 4.61% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 190'977 CHF | 66'659 CHF | 97.90% | 97.90% |
10.07.2024 | 5.16% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 976'884 | 376'884 | 184'308 CHF | 74'806 CHF | 96.79% | 96.79% |
09.07.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 179'856 CHF | 75'942 CHF | 94.88% | 94.88% |
08.07.2024 | 5.13% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 997'848 | 397'848 | 189'477 CHF | 79'515 CHF | 95.80% | 95.80% |
05.07.2024 | 4.87% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 930'863 | 330'863 | 186'579 CHF | 69'501 CHF | 97.73% | 97.73% |
04.07.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 189'014 CHF | 66'005 CHF | 90.54% | 90.54% |
03.07.2024 | 4.89% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 963'827 | 363'827 | 192'334 CHF | 76'190 CHF | 95.94% | 95.94% |
02.07.2024 | 5.71% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 170'334 CHF | 72'133 CHF | 98.90% | 98.90% |