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 | 4.16% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 176'984 CHF | 61'495 CHF | 94.82% | 94.82% |
12.07.2024 | 4.11% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 178'776 CHF | 62'092 CHF | 99.26% | 99.26% |
11.07.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 179'280 CHF | 62'260 CHF | 98.20% | 98.20% |
10.07.2024 | 4.85% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 878'770 | 292'923 | 176'850 CHF | 61'879 CHF | 99.37% | 99.37% |
09.07.2024 | 5.37% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 163'287 CHF | 57'429 CHF | 99.36% | 99.36% |
08.07.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 171'451 CHF | 60'150 CHF | 98.71% | 98.71% |
05.07.2024 | 5.33% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 164'720 CHF | 57'907 CHF | 98.87% | 98.87% |
04.07.2024 | 5.15% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 170'233 CHF | 59'744 CHF | 99.37% | 99.37% |
03.07.2024 | 5.21% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 168'334 CHF | 59'111 CHF | 99.27% | 99.27% |
02.07.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 171'628 CHF | 60'209 CHF | 99.38% | 99.38% |