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 | 4.39% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 100'452 CHF | 34'984 CHF | 99.38% | 99.38% |
12.07.2024 | 4.75% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'559 CHF | 32'353 CHF | 99.38% | 99.38% |
11.07.2024 | 4.84% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 90'779 CHF | 31'760 CHF | 99.37% | 99.37% |
10.07.2024 | 5.52% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 453'763 | 151'254 | 80'068 CHF | 28'202 CHF | 99.38% | 99.38% |
09.07.2024 | 5.01% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 87'698 CHF | 30'733 CHF | 99.38% | 99.38% |
08.07.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 91'097 CHF | 31'866 CHF | 99.37% | 99.37% |
05.07.2024 | 4.15% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 106'350 CHF | 36'950 CHF | 99.38% | 99.38% |
04.07.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 97'446 CHF | 33'982 CHF | 98.59% | 98.59% |
03.07.2024 | 4.99% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 87'994 CHF | 30'831 CHF | 99.37% | 99.37% |
02.07.2024 | 5.30% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 82'733 CHF | 29'078 CHF | 99.37% | 99.37% |