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 | 5.29% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 110'652 CHF | 38'884 CHF | 99.17% | 99.17% |
12.07.2024 | 5.23% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'621 | 200'207 | 112'836 CHF | 39'614 CHF | 99.17% | 99.17% |
11.07.2024 | 5.00% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 597'953 | 199'318 | 117'282 CHF | 41'087 CHF | 99.17% | 99.17% |
10.07.2024 | 5.43% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 107'709 CHF | 37'903 CHF | 99.16% | 99.16% |
09.07.2024 | 4.84% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 121'153 CHF | 42'384 CHF | 99.17% | 99.17% |
08.07.2024 | 4.47% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 598'648 | 199'549 | 131'329 CHF | 45'772 CHF | 99.16% | 99.16% |
05.07.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 596'389 | 198'796 | 137'899 CHF | 47'955 CHF | 99.15% | 99.15% |
04.07.2024 | 4.84% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 121'003 CHF | 42'334 CHF | 99.17% | 99.17% |
03.07.2024 | 5.82% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 605'154 | 201'718 | 101'010 CHF | 35'687 CHF | 99.15% | 99.15% |
02.07.2024 | 7.09% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 102'388 CHF | 36'629 CHF | 99.17% | 99.17% |