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 | 3.76% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 156'790 CHF | 54'263 CHF | 99.38% | 99.38% |
12.07.2024 | 4.02% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 146'997 CHF | 50'999 CHF | 99.38% | 99.38% |
11.07.2024 | 4.79% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 122'461 CHF | 42'820 CHF | 99.38% | 99.38% |
10.07.2024 | 4.92% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'070 | 200'023 | 119'190 CHF | 41'730 CHF | 99.37% | 99.37% |
09.07.2024 | 4.56% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 128'697 CHF | 44'899 CHF | 99.37% | 99.37% |
08.07.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 133'150 CHF | 46'383 CHF | 99.38% | 99.38% |
05.07.2024 | 4.13% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 142'632 CHF | 49'544 CHF | 99.38% | 99.38% |
04.07.2024 | 4.56% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 128'732 CHF | 44'911 CHF | 98.59% | 98.59% |
03.07.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 128'348 CHF | 44'783 CHF | 99.37% | 99.37% |
02.07.2024 | 5.12% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 742'417 | 247'472 | 141'403 CHF | 49'609 CHF | 99.38% | 99.38% |