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 | 3.84% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'125 CHF | 39'875 CHF | 99.38% | 99.38% |
12.07.2024 | 4.27% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 103'388 CHF | 35'963 CHF | 99.37% | 99.37% |
11.07.2024 | 4.66% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 94'421 CHF | 32'974 CHF | 99.38% | 99.38% |
10.07.2024 | 4.54% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 96'987 CHF | 33'829 CHF | 99.37% | 99.37% |
09.07.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'301 CHF | 34'267 CHF | 99.37% | 99.37% |
08.07.2024 | 4.71% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 93'433 CHF | 32'644 CHF | 99.38% | 99.38% |
05.07.2024 | 4.69% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 93'818 CHF | 32'773 CHF | 99.38% | 99.38% |
04.07.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 100'390 CHF | 34'963 CHF | 98.59% | 98.59% |
03.07.2024 | 4.88% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 90'174 CHF | 31'558 CHF | 99.38% | 99.38% |
02.07.2024 | 5.77% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 75'962 CHF | 26'821 CHF | 99.37% | 99.37% |