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 | 4.81% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 152'389 CHF | 53'296 CHF | 94.80% | 94.80% |
12.07.2024 | 4.52% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 162'188 CHF | 56'563 CHF | 99.26% | 99.26% |
11.07.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 165'742 CHF | 57'747 CHF | 98.11% | 98.11% |
10.07.2024 | 3.81% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 604'883 | 201'628 | 155'615 CHF | 53'888 CHF | 99.35% | 99.35% |
09.07.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 165'372 CHF | 57'124 CHF | 99.41% | 99.41% |
08.07.2024 | 3.87% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 151'923 CHF | 52'641 CHF | 98.72% | 98.72% |
05.07.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 163'625 CHF | 56'542 CHF | 98.83% | 98.83% |
04.07.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 161'461 CHF | 55'820 CHF | 99.37% | 99.37% |
03.07.2024 | 3.72% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 158'202 CHF | 54'734 CHF | 99.28% | 99.28% |
02.07.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 155'711 CHF | 53'904 CHF | 99.28% | 99.28% |