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 | 4.52% | 0.22 CHF | 0.23 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 162'176 CHF | 16'968 CHF | 99.17% | 99.17% |
12.07.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 170'643 CHF | 17'814 CHF | 99.16% | 99.16% |
11.07.2024 | 4.45% | 0.23 CHF | 0.24 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 164'891 CHF | 17'239 CHF | 99.16% | 99.16% |
10.07.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 151'455 CHF | 15'896 CHF | 99.16% | 99.16% |
09.07.2024 | 5.46% | 0.17 CHF | 0.18 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 133'712 CHF | 14'121 CHF | 99.16% | 99.16% |
08.07.2024 | 5.37% | 0.17 CHF | 0.18 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 136'078 CHF | 14'358 CHF | 99.16% | 99.16% |
05.07.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 142'367 CHF | 14'987 CHF | 99.15% | 99.15% |
04.07.2024 | 5.22% | 0.19 CHF | 0.20 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 140'112 CHF | 14'761 CHF | 99.17% | 99.17% |
03.07.2024 | 5.68% | 0.18 CHF | 0.19 CHF | 750'000 | 75'000 | 750'000 | 82'318 | 128'482 CHF | 14'896 CHF | 99.15% | 99.15% |
02.07.2024 | 6.84% | 0.16 CHF | 0.17 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 106'338 CHF | 15'178 CHF | 99.17% | 99.17% |