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 | 2.86% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 206'901 CHF | 70'967 CHF | 99.38% | 99.38% |
12.07.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'009 | 200'003 | 190'834 CHF | 65'611 CHF | 92.67% | 92.67% |
11.07.2024 | 5.88% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 124'693 CHF | 44'064 CHF | 99.37% | 99.37% |
10.07.2024 | 6.11% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 119'209 CHF | 42'236 CHF | 99.37% | 99.37% |
09.07.2024 | 5.60% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 130'261 CHF | 45'920 CHF | 99.37% | 99.37% |
08.07.2024 | 5.63% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 129'650 CHF | 45'717 CHF | 99.37% | 99.37% |
05.07.2024 | 5.07% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 144'341 CHF | 50'614 CHF | 99.38% | 99.38% |
04.07.2024 | 5.40% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 135'195 CHF | 47'565 CHF | 98.59% | 98.59% |
03.07.2024 | 5.58% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 130'786 CHF | 46'096 CHF | 99.38% | 99.38% |
02.07.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 142'383 CHF | 49'961 CHF | 99.37% | 99.37% |