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 | 4.73% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 155'615 CHF | 54'372 CHF | 98.72% | 98.72% |
12.07.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 703'243 | 234'414 | 191'354 CHF | 66'129 CHF | 95.74% | 95.74% |
11.07.2024 | 4.10% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 180'241 CHF | 62'580 CHF | 98.91% | 98.91% |
10.07.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 160'722 CHF | 56'074 CHF | 97.80% | 97.80% |
09.07.2024 | 4.53% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 162'342 CHF | 56'614 CHF | 99.04% | 99.04% |
08.07.2024 | 4.25% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 173'019 CHF | 60'173 CHF | 96.83% | 96.83% |
05.07.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 184'818 CHF | 64'106 CHF | 94.89% | 94.89% |
04.07.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 162'113 CHF | 56'538 CHF | 95.90% | 95.90% |
03.07.2024 | 5.30% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 879'175 | 293'058 | 161'594 CHF | 56'795 CHF | 98.55% | 98.55% |
02.07.2024 | 5.01% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 175'313 CHF | 61'438 CHF | 98.68% | 98.68% |