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 | 3.88% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 151'773 CHF | 52'591 CHF | 99.17% | 99.17% |
12.07.2024 | 3.96% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 603'045 | 201'015 | 149'690 CHF | 51'907 CHF | 99.17% | 99.17% |
11.07.2024 | 3.86% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 153'163 CHF | 53'054 CHF | 99.16% | 99.16% |
10.07.2024 | 4.06% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 145'067 CHF | 50'356 CHF | 99.17% | 99.17% |
09.07.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 156'263 CHF | 54'088 CHF | 99.17% | 99.17% |
08.07.2024 | 3.57% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 165'394 CHF | 57'131 CHF | 99.16% | 99.16% |
05.07.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 170'576 CHF | 58'859 CHF | 99.15% | 99.15% |
04.07.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 153'126 CHF | 53'042 CHF | 99.17% | 99.17% |
03.07.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 692'588 | 230'863 | 152'709 CHF | 53'212 CHF | 99.15% | 99.15% |
02.07.2024 | 5.16% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 141'925 CHF | 49'809 CHF | 99.17% | 99.17% |