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 | 5.17% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 742'430 | 247'477 | 140'276 CHF | 49'234 CHF | 96.36% | 96.36% |
12.07.2024 | 5.23% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 139'960 CHF | 49'153 CHF | 97.64% | 97.64% |
11.07.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 140'922 CHF | 49'474 CHF | 97.90% | 97.90% |
10.07.2024 | 4.39% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 708'930 | 236'310 | 157'756 CHF | 54'949 CHF | 96.77% | 96.77% |
09.07.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 145'453 CHF | 50'485 CHF | 94.84% | 94.84% |
08.07.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 725'096 | 241'699 | 166'946 CHF | 58'066 CHF | 95.78% | 95.78% |
05.07.2024 | 4.40% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 167'116 CHF | 58'205 CHF | 97.67% | 97.67% |
04.07.2024 | 4.54% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 161'653 CHF | 56'384 CHF | 90.55% | 90.55% |
03.07.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 749'815 | 249'938 | 171'564 CHF | 59'688 CHF | 95.99% | 95.99% |
02.07.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 165'303 CHF | 57'101 CHF | 98.90% | 98.90% |