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 | 4.26% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 103'546 CHF | 36'015 CHF | 99.27% | 99.27% |
12.07.2024 | 4.49% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'097 CHF | 34'199 CHF | 99.27% | 99.27% |
11.07.2024 | 4.97% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 88'484 CHF | 30'995 CHF | 99.27% | 99.27% |
10.07.2024 | 5.23% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 83'778 CHF | 29'426 CHF | 99.27% | 99.27% |
09.07.2024 | 4.75% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'909 CHF | 32'470 CHF | 99.27% | 99.27% |
08.07.2024 | 4.69% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 93'723 CHF | 32'741 CHF | 99.22% | 99.22% |
05.07.2024 | 4.54% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 97'039 CHF | 33'846 CHF | 99.27% | 99.27% |
04.07.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 85'660 CHF | 30'053 CHF | 99.27% | 99.27% |
03.07.2024 | 5.83% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 74'969 CHF | 26'490 CHF | 99.27% | 99.27% |
02.07.2024 | 6.77% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 64'309 CHF | 22'936 CHF | 99.27% | 99.27% |