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 | 3.92% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 150'348 CHF | 52'116 CHF | 99.17% | 99.17% |
12.07.2024 | 4.33% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 136'225 CHF | 47'408 CHF | 99.17% | 99.17% |
11.07.2024 | 4.36% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 134'706 CHF | 46'902 CHF | 99.17% | 99.17% |
10.07.2024 | 4.46% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 131'577 CHF | 45'859 CHF | 99.17% | 99.17% |
09.07.2024 | 4.52% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 129'849 CHF | 45'283 CHF | 99.17% | 99.17% |
08.07.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 126'217 CHF | 44'072 CHF | 99.16% | 99.16% |
05.07.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 147'134 CHF | 51'045 CHF | 99.15% | 99.15% |
04.07.2024 | 4.09% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 143'889 CHF | 49'963 CHF | 99.17% | 99.17% |
03.07.2024 | 4.17% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 141'251 CHF | 49'084 CHF | 99.15% | 99.15% |
02.07.2024 | 4.24% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 138'731 CHF | 48'244 CHF | 99.17% | 99.17% |