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 | 3.98% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 796'745 | 265'582 | 195'985 CHF | 67'984 CHF | 99.31% | 99.31% |
12.07.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 196'556 CHF | 68'019 CHF | 99.42% | 99.42% |
11.07.2024 | 3.72% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 899'915 | 299'972 | 237'456 CHF | 82'152 CHF | 99.31% | 99.31% |
10.07.2024 | 4.25% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 207'570 CHF | 72'190 CHF | 99.36% | 99.36% |
09.07.2024 | 4.50% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 195'736 CHF | 68'245 CHF | 99.35% | 99.35% |
08.07.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 202'776 CHF | 70'592 CHF | 99.30% | 99.30% |
05.07.2024 | 4.80% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 912'771 | 312'771 | 185'725 CHF | 66'724 CHF | 99.34% | 99.34% |
04.07.2024 | 4.99% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 974'338 | 374'338 | 190'398 CHF | 76'823 CHF | 99.37% | 99.37% |
03.07.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 191'127 CHF | 80'451 CHF | 99.28% | 99.28% |
02.07.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 919'200 | 319'200 | 183'300 CHF | 66'806 CHF | 99.29% | 99.29% |