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 | 4.04% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 182'085 CHF | 63'195 CHF | 99.38% | 99.38% |
12.07.2024 | 4.15% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 176'841 CHF | 61'447 CHF | 99.38% | 99.38% |
11.07.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 175'808 CHF | 61'103 CHF | 99.37% | 99.37% |
10.07.2024 | 4.73% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 155'147 CHF | 54'216 CHF | 99.37% | 99.37% |
09.07.2024 | 4.75% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 154'336 CHF | 53'945 CHF | 99.38% | 99.38% |
08.07.2024 | 4.66% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 157'358 CHF | 54'953 CHF | 99.38% | 99.38% |
05.07.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 152'124 CHF | 53'208 CHF | 99.38% | 99.38% |
04.07.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 151'241 CHF | 52'914 CHF | 98.82% | 98.82% |
03.07.2024 | 5.28% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 138'303 CHF | 48'601 CHF | 99.37% | 99.37% |
02.07.2024 | 5.70% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 127'969 CHF | 45'156 CHF | 99.38% | 99.38% |