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 | 4.58% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 192'159 CHF | 67'053 CHF | 95.50% | 95.50% |
12.07.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 186'633 CHF | 65'211 CHF | 99.32% | 99.32% |
11.07.2024 | 5.15% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 904'830 | 304'830 | 171'257 CHF | 60'710 CHF | 99.15% | 99.15% |
10.07.2024 | 5.51% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 176'583 CHF | 74'633 CHF | 99.37% | 99.37% |
09.07.2024 | 5.17% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 925'958 | 325'958 | 174'308 CHF | 64'514 CHF | 99.37% | 99.37% |
08.07.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 178'506 CHF | 62'502 CHF | 99.38% | 99.38% |
05.07.2024 | 4.24% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 208'187 CHF | 72'396 CHF | 99.31% | 99.31% |
04.07.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 213'739 CHF | 74'246 CHF | 99.38% | 99.38% |
03.07.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 208'837 CHF | 72'612 CHF | 99.35% | 99.35% |
02.07.2024 | 3.99% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 221'180 CHF | 76'727 CHF | 99.26% | 99.26% |