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 | 4.29% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 68'429 CHF | 23'810 CHF | 99.16% | 99.16% |
12.07.2024 | 4.29% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 68'500 CHF | 23'833 CHF | 99.16% | 99.16% |
11.07.2024 | 4.41% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 66'593 CHF | 23'198 CHF | 99.16% | 99.16% |
10.07.2024 | 4.56% | 0.21 CHF | 0.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 64'379 CHF | 22'460 CHF | 99.16% | 99.16% |
09.07.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 58'940 CHF | 20'647 CHF | 99.16% | 99.16% |
08.07.2024 | 5.10% | 0.18 CHF | 0.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 57'331 CHF | 20'110 CHF | 99.15% | 99.15% |
05.07.2024 | 4.67% | 0.20 CHF | 0.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 62'795 CHF | 21'932 CHF | 99.15% | 99.15% |
04.07.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 60'224 CHF | 21'075 CHF | 99.17% | 99.17% |
03.07.2024 | 5.12% | 0.20 CHF | 0.21 CHF | 300'000 | 100'000 | 311'963 | 103'988 | 59'313 CHF | 20'811 CHF | 99.15% | 99.15% |
02.07.2024 | 5.94% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 73'852 CHF | 26'117 CHF | 99.17% | 99.17% |