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 | 4.79% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 91'734 CHF | 32'078 CHF | 99.38% | 99.38% |
12.07.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 91'264 CHF | 31'921 CHF | 99.38% | 99.38% |
11.07.2024 | 5.26% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 83'390 CHF | 29'297 CHF | 99.38% | 99.38% |
10.07.2024 | 5.74% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 480'822 | 160'274 | 81'267 CHF | 28'692 CHF | 99.38% | 99.38% |
09.07.2024 | 6.33% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 91'816 CHF | 32'606 CHF | 99.38% | 99.38% |
08.07.2024 | 5.69% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 547'357 | 182'452 | 93'081 CHF | 32'852 CHF | 99.38% | 99.38% |
05.07.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 84'358 CHF | 29'619 CHF | 99.38% | 99.38% |
04.07.2024 | 5.69% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 513'040 | 171'013 | 87'560 CHF | 30'897 CHF | 98.59% | 98.59% |
03.07.2024 | 5.98% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 597'809 | 199'270 | 96'987 CHF | 34'322 CHF | 99.38% | 99.38% |
02.07.2024 | 6.08% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 95'796 CHF | 33'932 CHF | 99.37% | 99.37% |