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 | 4.35% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 101'124 CHF | 35'208 CHF | 99.27% | 99.27% |
12.07.2024 | 4.40% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 100'081 CHF | 34'860 CHF | 99.27% | 99.27% |
11.07.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 101'285 CHF | 35'262 CHF | 98.83% | 98.83% |
10.07.2024 | 4.36% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 101'061 CHF | 35'187 CHF | 99.27% | 99.27% |
09.07.2024 | 3.95% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 111'690 CHF | 38'730 CHF | 99.27% | 99.27% |
08.07.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 107'511 CHF | 37'337 CHF | 99.22% | 99.22% |
05.07.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 117'783 CHF | 40'761 CHF | 99.27% | 99.27% |
04.07.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 120'712 CHF | 41'737 CHF | 99.27% | 99.27% |
03.07.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 110'787 CHF | 38'429 CHF | 98.66% | 98.66% |
02.07.2024 | 4.11% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 107'434 CHF | 37'311 CHF | 99.27% | 99.27% |