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 | 4.12% | 0.24 CHF | 0.25 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 356'602 CHF | 37'160 CHF | 99.27% | 99.27% |
12.07.2024 | 4.36% | 0.25 CHF | 0.26 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 337'120 CHF | 35'212 CHF | 99.27% | 99.27% |
11.07.2024 | 4.70% | 0.22 CHF | 0.23 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 311'994 CHF | 32'699 CHF | 99.27% | 99.27% |
10.07.2024 | 4.67% | 0.20 CHF | 0.21 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 314'361 CHF | 32'936 CHF | 99.27% | 99.27% |
09.07.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 344'407 CHF | 35'941 CHF | 99.27% | 99.27% |
08.07.2024 | 4.31% | 0.22 CHF | 0.23 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 340'546 CHF | 35'555 CHF | 99.21% | 99.21% |
05.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 360'841 CHF | 37'584 CHF | 99.27% | 99.27% |
04.07.2024 | 3.81% | 0.25 CHF | 0.26 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 385'931 CHF | 40'093 CHF | 99.27% | 99.27% |
03.07.2024 | 4.39% | 0.25 CHF | 0.26 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 336'025 CHF | 35'103 CHF | 99.27% | 99.27% |
02.07.2024 | 4.92% | 0.22 CHF | 0.23 CHF | 1'500'000 | 150'000 | 1'500'000 | 153'963 | 298'277 CHF | 32'105 CHF | 99.27% | 99.27% |