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 | 5.57% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 853'222 | 284'407 | 148'789 CHF | 52'441 CHF | 99.32% | 99.32% |
12.07.2024 | 6.01% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 145'421 CHF | 51'474 CHF | 99.35% | 99.35% |
11.07.2024 | 6.13% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 918'321 | 318'321 | 145'243 CHF | 53'430 CHF | 99.29% | 99.29% |
10.07.2024 | 5.12% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 899'414 | 299'805 | 171'573 CHF | 60'189 CHF | 99.38% | 99.38% |
09.07.2024 | 4.73% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 823'091 | 274'364 | 169'827 CHF | 59'353 CHF | 99.40% | 99.40% |
08.07.2024 | 4.95% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 880'560 | 293'520 | 173'370 CHF | 60'725 CHF | 99.38% | 99.38% |
05.07.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 175'182 CHF | 60'894 CHF | 99.34% | 99.34% |
04.07.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 183'271 CHF | 63'590 CHF | 99.36% | 99.36% |
03.07.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 186'741 CHF | 64'747 CHF | 99.29% | 99.29% |
02.07.2024 | 4.21% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 174'377 CHF | 60'626 CHF | 99.29% | 99.29% |