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 | 4.35% | 0.23 CHF | 0.24 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 168'616 CHF | 23'482 CHF | 99.17% | 99.17% |
12.07.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 173'230 CHF | 24'097 CHF | 99.16% | 99.16% |
11.07.2024 | 4.56% | 0.23 CHF | 0.24 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 160'998 CHF | 22'466 CHF | 99.16% | 99.16% |
10.07.2024 | 4.65% | 0.20 CHF | 0.21 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 157'616 CHF | 22'015 CHF | 99.17% | 99.17% |
09.07.2024 | 5.12% | 0.18 CHF | 0.19 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 142'948 CHF | 20'060 CHF | 99.17% | 99.17% |
08.07.2024 | 5.05% | 0.19 CHF | 0.20 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 144'979 CHF | 20'331 CHF | 99.15% | 99.15% |
05.07.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 151'454 CHF | 21'194 CHF | 99.15% | 99.15% |
04.07.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 150'332 CHF | 21'044 CHF | 99.17% | 99.17% |
03.07.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 140'546 CHF | 19'739 CHF | 99.15% | 99.15% |
02.07.2024 | 6.19% | 0.17 CHF | 0.18 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 117'684 CHF | 16'691 CHF | 99.17% | 99.17% |