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 | 4.24% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 103'781 CHF | 36'094 CHF | 99.27% | 99.27% |
12.07.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'071 CHF | 39'857 CHF | 99.27% | 99.27% |
11.07.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 111'563 CHF | 38'688 CHF | 99.27% | 99.27% |
10.07.2024 | 4.09% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 107'819 CHF | 37'440 CHF | 99.27% | 99.27% |
09.07.2024 | 4.60% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 95'515 CHF | 33'338 CHF | 99.27% | 99.27% |
08.07.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 90'513 CHF | 31'671 CHF | 99.25% | 99.25% |
05.07.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 94'283 CHF | 32'928 CHF | 99.27% | 99.27% |
04.07.2024 | 4.69% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 93'718 CHF | 32'740 CHF | 99.27% | 99.27% |
03.07.2024 | 4.72% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 93'085 CHF | 32'528 CHF | 99.27% | 99.27% |
02.07.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 93'315 CHF | 32'605 CHF | 99.27% | 99.27% |