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 | 4.09% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 143'686 CHF | 49'895 CHF | 99.53% | 99.53% |
12.07.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 138'751 CHF | 48'250 CHF | 97.70% | 97.70% |
11.07.2024 | 4.66% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'687 | 200'229 | 126'091 CHF | 44'033 CHF | 99.41% | 99.41% |
10.07.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 615'287 | 205'096 | 127'491 CHF | 44'548 CHF | 94.56% | 94.56% |
09.07.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 130'876 CHF | 45'625 CHF | 99.15% | 99.15% |
08.07.2024 | 4.16% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 141'430 CHF | 49'143 CHF | 98.90% | 98.90% |
05.07.2024 | 4.29% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 136'791 CHF | 47'597 CHF | 99.58% | 99.58% |
04.07.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 141'509 CHF | 49'170 CHF | 99.57% | 99.57% |
03.07.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 138'267 CHF | 48'089 CHF | 99.49% | 99.49% |
02.07.2024 | 4.26% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 137'818 CHF | 47'939 CHF | 99.58% | 99.58% |