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 | 3.88% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 189'860 CHF | 65'787 CHF | 99.38% | 99.38% |
12.07.2024 | 4.05% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 181'981 CHF | 63'160 CHF | 99.38% | 99.38% |
11.07.2024 | 4.52% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 162'305 CHF | 56'602 CHF | 99.38% | 99.38% |
10.07.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 160'055 CHF | 55'852 CHF | 99.37% | 99.37% |
09.07.2024 | 4.34% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 169'133 CHF | 58'878 CHF | 99.38% | 99.38% |
08.07.2024 | 4.24% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 173'164 CHF | 60'221 CHF | 99.38% | 99.38% |
05.07.2024 | 4.03% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 182'354 CHF | 63'285 CHF | 99.38% | 99.38% |
04.07.2024 | 4.30% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 170'858 CHF | 59'453 CHF | 98.59% | 98.59% |
03.07.2024 | 4.33% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 169'528 CHF | 59'009 CHF | 99.37% | 99.37% |
02.07.2024 | 4.71% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 155'513 CHF | 54'338 CHF | 99.38% | 99.38% |