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 | 5.32% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 722'172 | 240'724 | 132'289 CHF | 46'504 CHF | 99.38% | 99.38% |
12.07.2024 | 5.23% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 696'245 | 232'082 | 129'632 CHF | 45'532 CHF | 99.38% | 99.38% |
11.07.2024 | 4.38% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 134'077 CHF | 46'692 CHF | 99.38% | 99.38% |
10.07.2024 | 4.09% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 143'962 CHF | 49'987 CHF | 99.37% | 99.37% |
09.07.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 138'280 CHF | 48'093 CHF | 99.37% | 99.37% |
08.07.2024 | 4.28% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 137'268 CHF | 47'756 CHF | 99.38% | 99.38% |
05.07.2024 | 4.47% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 131'614 CHF | 45'872 CHF | 99.38% | 99.38% |
04.07.2024 | 3.98% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 147'917 CHF | 51'306 CHF | 98.58% | 98.58% |
03.07.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 150'520 CHF | 52'173 CHF | 99.37% | 99.37% |
02.07.2024 | 3.40% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 173'778 CHF | 59'926 CHF | 99.38% | 99.38% |