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 | 5.74% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 127'594 CHF | 45'031 CHF | 99.17% | 99.17% |
12.07.2024 | 5.76% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 749'978 | 250'000 | 126'887 CHF | 44'797 CHF | 99.17% | 99.17% |
11.07.2024 | 5.01% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 146'075 CHF | 51'192 CHF | 99.17% | 99.17% |
10.07.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 138'108 CHF | 48'536 CHF | 99.16% | 99.16% |
09.07.2024 | 4.96% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 147'738 CHF | 51'746 CHF | 99.17% | 99.17% |
08.07.2024 | 4.30% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 610'948 | 203'649 | 138'839 CHF | 48'316 CHF | 99.15% | 99.15% |
05.07.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'846 | 200'282 | 140'421 CHF | 48'810 CHF | 99.16% | 99.16% |
04.07.2024 | 5.06% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 745'068 | 248'356 | 143'648 CHF | 50'366 CHF | 99.17% | 99.17% |
03.07.2024 | 4.58% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 614'355 | 204'785 | 130'931 CHF | 45'692 CHF | 99.17% | 99.17% |
02.07.2024 | 5.42% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 134'834 CHF | 47'445 CHF | 99.16% | 99.16% |