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 | 4.20% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 210'077 CHF | 73'026 CHF | 96.38% | 96.38% |
12.07.2024 | 4.16% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 212'006 CHF | 73'669 CHF | 97.79% | 97.79% |
11.07.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 214'857 CHF | 74'619 CHF | 97.90% | 97.90% |
10.07.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 941'429 | 341'429 | 204'267 CHF | 77'390 CHF | 96.78% | 96.78% |
09.07.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 209'771 CHF | 87'909 CHF | 94.91% | 94.91% |
08.07.2024 | 4.47% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 966'396 | 366'396 | 211'161 CHF | 83'687 CHF | 95.88% | 95.88% |
05.07.2024 | 4.26% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 913'540 | 313'540 | 210'061 CHF | 75'142 CHF | 97.69% | 97.69% |
04.07.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 218'021 CHF | 75'674 CHF | 90.54% | 90.54% |
03.07.2024 | 4.21% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 902'006 | 302'006 | 209'753 CHF | 73'232 CHF | 95.91% | 95.91% |
02.07.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 204'058 CHF | 85'623 CHF | 98.91% | 98.91% |