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 | 4.18% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'704 CHF | 36'735 CHF | 99.27% | 99.27% |
12.07.2024 | 4.59% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 95'915 CHF | 33'472 CHF | 99.27% | 99.27% |
11.07.2024 | 5.24% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 83'936 CHF | 29'479 CHF | 99.27% | 99.27% |
10.07.2024 | 5.52% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 79'406 CHF | 27'969 CHF | 99.27% | 99.27% |
09.07.2024 | 4.95% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 89'614 CHF | 31'371 CHF | 99.27% | 99.27% |
08.07.2024 | 4.78% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 91'868 CHF | 32'123 CHF | 99.22% | 99.22% |
05.07.2024 | 4.64% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 94'950 CHF | 33'150 CHF | 99.27% | 99.27% |
04.07.2024 | 5.30% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 82'749 CHF | 29'083 CHF | 99.27% | 99.27% |
03.07.2024 | 6.28% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 69'518 CHF | 24'673 CHF | 99.27% | 99.27% |
02.07.2024 | 7.13% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 60'934 CHF | 21'811 CHF | 99.26% | 99.26% |