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 | 5.77% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 151'637 CHF | 53'546 CHF | 95.65% | 95.65% |
12.07.2024 | 4.94% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 775'779 | 258'593 | 152'991 CHF | 53'583 CHF | 99.46% | 99.46% |
11.07.2024 | 4.06% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 181'437 CHF | 62'979 CHF | 98.35% | 98.35% |
10.07.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 165'527 CHF | 57'676 CHF | 96.16% | 96.16% |
09.07.2024 | 4.36% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 168'382 CHF | 58'627 CHF | 96.97% | 96.97% |
08.07.2024 | 5.15% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 773'794 | 257'931 | 146'760 CHF | 51'499 CHF | 93.54% | 93.54% |
05.07.2024 | 4.60% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 765'897 | 255'299 | 162'834 CHF | 56'831 CHF | 96.06% | 96.06% |
04.07.2024 | 4.46% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 164'383 CHF | 57'294 CHF | 99.57% | 99.57% |
03.07.2024 | 4.76% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 154'191 CHF | 53'897 CHF | 98.77% | 98.77% |
02.07.2024 | 5.52% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 871'609 | 290'536 | 153'676 CHF | 54'131 CHF | 99.59% | 99.59% |