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 | 3.85% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 114'965 CHF | 39'822 CHF | 99.38% | 99.38% |
12.07.2024 | 3.90% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 113'101 CHF | 39'200 CHF | 99.38% | 99.38% |
11.07.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 113'636 CHF | 39'379 CHF | 99.38% | 99.38% |
10.07.2024 | 3.76% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 117'412 CHF | 40'637 CHF | 99.37% | 99.37% |
09.07.2024 | 3.49% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 126'861 CHF | 43'787 CHF | 99.38% | 99.38% |
08.07.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 113'159 CHF | 39'220 CHF | 99.37% | 99.37% |
05.07.2024 | 3.81% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 116'143 CHF | 40'214 CHF | 99.37% | 99.37% |
04.07.2024 | 4.75% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'659 CHF | 32'387 CHF | 98.82% | 98.82% |
03.07.2024 | 4.49% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'096 CHF | 34'199 CHF | 99.38% | 99.38% |
02.07.2024 | 4.78% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'006 CHF | 32'169 CHF | 99.37% | 99.37% |