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 | 4.61% | 0.21 CHF | 0.22 CHF | 750'000 | 150'000 | 750'000 | 131'357 | 159'209 CHF | 29'240 CHF | 99.27% | 99.27% |
12.07.2024 | 4.54% | 0.22 CHF | 0.23 CHF | 750'000 | 150'000 | 750'000 | 142'460 | 161'439 CHF | 31'989 CHF | 99.27% | 99.27% |
11.07.2024 | 5.35% | 0.21 CHF | 0.22 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 136'789 CHF | 28'858 CHF | 99.27% | 99.27% |
10.07.2024 | 5.80% | 0.17 CHF | 0.18 CHF | 750'000 | 150'000 | 749'839 | 150'000 | 125'853 CHF | 26'676 CHF | 99.27% | 99.27% |
09.07.2024 | 5.78% | 0.17 CHF | 0.18 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 126'053 CHF | 26'711 CHF | 99.27% | 99.27% |
08.07.2024 | 5.78% | 0.16 CHF | 0.17 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 126'056 CHF | 26'711 CHF | 99.25% | 99.25% |
05.07.2024 | 5.91% | 0.16 CHF | 0.17 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 123'333 CHF | 26'167 CHF | 99.27% | 99.27% |
04.07.2024 | 6.22% | 0.16 CHF | 0.17 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 117'160 CHF | 24'932 CHF | 99.27% | 99.27% |
03.07.2024 | 6.65% | 0.14 CHF | 0.15 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 109'186 CHF | 23'337 CHF | 99.27% | 99.27% |
02.07.2024 | 6.70% | 0.14 CHF | 0.15 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 108'419 CHF | 23'184 CHF | 99.27% | 99.27% |