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 | 5.78% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 151'381 CHF | 53'461 CHF | 99.72% | 99.72% |
12.07.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 169'160 CHF | 59'387 CHF | 96.41% | 96.41% |
11.07.2024 | 4.88% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 911'827 | 311'827 | 182'966 CHF | 65'447 CHF | 91.14% | 91.14% |
10.07.2024 | 3.84% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 775'012 | 258'337 | 197'601 CHF | 68'450 CHF | 99.58% | 99.58% |
09.07.2024 | 3.93% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 187'894 CHF | 65'131 CHF | 96.48% | 96.48% |
08.07.2024 | 4.21% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 788'402 | 262'801 | 183'362 CHF | 63'749 CHF | 99.58% | 99.58% |
05.07.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 193'839 CHF | 67'113 CHF | 98.01% | 98.01% |
04.07.2024 | 3.87% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'268 | 250'089 | 190'252 CHF | 65'918 CHF | 99.58% | 99.58% |
03.07.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 187'085 CHF | 64'862 CHF | 99.48% | 99.48% |
02.07.2024 | 4.20% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 875'842 | 291'947 | 204'047 CHF | 70'935 CHF | 97.48% | 97.48% |