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 | 3.14% | 0.31 CHF | 0.32 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 235'016 CHF | 48'503 CHF | 99.27% | 99.27% |
12.07.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 226'594 CHF | 46'819 CHF | 99.27% | 99.27% |
11.07.2024 | 3.58% | 0.30 CHF | 0.31 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 206'089 CHF | 42'718 CHF | 99.27% | 99.27% |
10.07.2024 | 3.98% | 0.26 CHF | 0.27 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 184'691 CHF | 38'438 CHF | 99.27% | 99.27% |
09.07.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 165'722 CHF | 34'644 CHF | 99.27% | 99.27% |
08.07.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 148'817 CHF | 31'263 CHF | 99.21% | 99.21% |
05.07.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 750'000 | 150'000 | 749'942 | 150'000 | 149'465 CHF | 31'395 CHF | 99.27% | 99.27% |
04.07.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 145'768 CHF | 30'654 CHF | 99.27% | 99.27% |
03.07.2024 | 5.06% | 0.19 CHF | 0.20 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 144'370 CHF | 30'374 CHF | 99.27% | 99.27% |
02.07.2024 | 5.07% | 0.19 CHF | 0.20 CHF | 750'000 | 150'000 | 749'786 | 150'000 | 144'222 CHF | 30'353 CHF | 99.27% | 99.27% |