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 | 4.00% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 147'197 CHF | 51'066 CHF | 94.78% | 94.78% |
12.07.2024 | 3.94% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 149'164 CHF | 51'721 CHF | 99.26% | 99.26% |
11.07.2024 | 3.94% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 149'220 CHF | 51'740 CHF | 98.20% | 98.20% |
10.07.2024 | 4.83% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 728'630 | 242'877 | 147'062 CHF | 51'449 CHF | 99.41% | 99.41% |
09.07.2024 | 5.37% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 135'896 CHF | 47'799 CHF | 99.37% | 99.37% |
08.07.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 749'703 | 249'901 | 142'250 CHF | 49'916 CHF | 98.74% | 98.74% |
05.07.2024 | 5.48% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 133'140 CHF | 46'880 CHF | 98.82% | 98.82% |
04.07.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 135'310 CHF | 47'603 CHF | 99.37% | 99.37% |
03.07.2024 | 5.31% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 137'640 CHF | 48'380 CHF | 99.17% | 99.17% |
02.07.2024 | 5.21% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 749'400 | 249'800 | 140'196 CHF | 49'230 CHF | 99.16% | 99.16% |