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 | 5.18% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 753'719 | 251'240 | 141'908 CHF | 49'815 CHF | 99.56% | 99.56% |
12.07.2024 | 4.29% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 171'265 CHF | 59'589 CHF | 99.49% | 99.49% |
11.07.2024 | 5.40% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 135'350 CHF | 47'617 CHF | 99.10% | 99.10% |
10.07.2024 | 6.65% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 131'319 CHF | 46'773 CHF | 99.59% | 99.59% |
09.07.2024 | 6.55% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 133'118 CHF | 47'373 CHF | 99.55% | 99.55% |
08.07.2024 | 5.10% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 764'030 | 254'677 | 146'617 CHF | 51'419 CHF | 99.58% | 99.58% |
05.07.2024 | 4.16% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 177'005 CHF | 61'502 CHF | 99.26% | 99.26% |
04.07.2024 | 4.21% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 174'600 CHF | 60'700 CHF | 99.53% | 99.53% |
03.07.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 176'275 CHF | 61'258 CHF | 99.48% | 99.48% |
02.07.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 150'302 CHF | 52'601 CHF | 99.61% | 99.61% |