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 | 4.56% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 160'847 CHF | 56'116 CHF | 99.56% | 99.56% |
12.07.2024 | 4.85% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 803'834 | 267'945 | 161'516 CHF | 56'518 CHF | 99.74% | 99.74% |
11.07.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 171'695 CHF | 59'732 CHF | 99.06% | 99.06% |
10.07.2024 | 3.97% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 185'209 CHF | 64'237 CHF | 99.58% | 99.58% |
09.07.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 742'061 | 247'354 | 194'131 CHF | 67'184 CHF | 99.56% | 99.56% |
08.07.2024 | 4.16% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 176'582 CHF | 61'361 CHF | 99.58% | 99.58% |
05.07.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 190'438 CHF | 65'980 CHF | 99.52% | 99.52% |
04.07.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 191'442 CHF | 66'314 CHF | 99.56% | 99.56% |
03.07.2024 | 4.42% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 166'421 CHF | 57'974 CHF | 99.50% | 99.50% |
02.07.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 172'302 CHF | 59'934 CHF | 99.32% | 99.32% |