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 | 4.65% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 189'251 CHF | 66'084 CHF | 99.56% | 99.56% |
12.07.2024 | 4.21% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 209'285 CHF | 72'762 CHF | 99.44% | 99.44% |
11.07.2024 | 4.65% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 189'053 CHF | 66'018 CHF | 99.01% | 99.01% |
10.07.2024 | 5.03% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 174'559 CHF | 61'186 CHF | 99.61% | 99.61% |
09.07.2024 | 5.15% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 908'098 | 308'098 | 171'737 CHF | 61'260 CHF | 99.55% | 99.55% |
08.07.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 181'501 CHF | 63'500 CHF | 99.58% | 99.58% |
05.07.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 179'014 CHF | 62'672 CHF | 99.45% | 99.45% |
04.07.2024 | 4.96% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 177'150 CHF | 62'050 CHF | 99.57% | 99.57% |
03.07.2024 | 4.36% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 202'701 CHF | 70'567 CHF | 99.54% | 99.54% |
02.07.2024 | 4.29% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 205'169 CHF | 71'390 CHF | 99.30% | 99.30% |