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 | 4.02% | 0.23 CHF | 0.24 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 183'101 CHF | 38'120 CHF | 99.17% | 99.17% |
12.07.2024 | 4.07% | 0.27 CHF | 0.28 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 181'179 CHF | 37'736 CHF | 99.17% | 99.17% |
11.07.2024 | 4.50% | 0.24 CHF | 0.25 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 163'446 CHF | 34'189 CHF | 99.17% | 99.17% |
10.07.2024 | 4.74% | 0.20 CHF | 0.21 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 154'745 CHF | 32'449 CHF | 99.17% | 99.17% |
09.07.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 142'733 CHF | 30'047 CHF | 99.17% | 99.17% |
08.07.2024 | 5.60% | 0.18 CHF | 0.19 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 130'497 CHF | 27'599 CHF | 99.16% | 99.16% |
05.07.2024 | 5.38% | 0.16 CHF | 0.17 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 136'549 CHF | 28'810 CHF | 99.16% | 99.16% |
04.07.2024 | 5.73% | 0.18 CHF | 0.19 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 127'242 CHF | 26'949 CHF | 99.17% | 99.17% |
03.07.2024 | 6.20% | 0.15 CHF | 0.16 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 117'427 CHF | 24'985 CHF | 99.17% | 99.17% |
02.07.2024 | 6.24% | 0.17 CHF | 0.18 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 116'890 CHF | 24'878 CHF | 99.16% | 99.16% |