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 | 4.55% | 0.21 CHF | 0.22 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 161'395 CHF | 33'779 CHF | 99.17% | 99.17% |
12.07.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 168'166 CHF | 35'133 CHF | 99.17% | 99.17% |
11.07.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 169'401 CHF | 35'380 CHF | 99.17% | 99.17% |
10.07.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 160'553 CHF | 33'611 CHF | 99.16% | 99.16% |
09.07.2024 | 4.48% | 0.20 CHF | 0.21 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 163'883 CHF | 34'277 CHF | 99.17% | 99.17% |
08.07.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 165'432 CHF | 34'587 CHF | 99.15% | 99.15% |
05.07.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 165'928 CHF | 34'686 CHF | 99.16% | 99.16% |
04.07.2024 | 4.95% | 0.20 CHF | 0.21 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 147'757 CHF | 31'051 CHF | 99.17% | 99.17% |
03.07.2024 | 5.18% | 0.19 CHF | 0.20 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 141'137 CHF | 29'727 CHF | 99.17% | 99.17% |
02.07.2024 | 5.51% | 0.19 CHF | 0.20 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 132'543 CHF | 28'009 CHF | 99.16% | 99.16% |