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 | 4.83% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 151'728 CHF | 53'076 CHF | 96.49% | 96.49% |
12.07.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 151'467 CHF | 52'989 CHF | 91.97% | 91.97% |
11.07.2024 | 4.20% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 175'185 CHF | 60'895 CHF | 98.50% | 98.50% |
10.07.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 166'669 CHF | 57'557 CHF | 98.34% | 98.34% |
09.07.2024 | 3.70% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 159'617 CHF | 55'206 CHF | 97.90% | 97.90% |
08.07.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 173'027 CHF | 60'176 CHF | 98.09% | 98.09% |
05.07.2024 | 4.16% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 749'839 | 249'946 | 176'610 CHF | 61'370 CHF | 99.02% | 99.02% |
04.07.2024 | 4.20% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 174'906 CHF | 60'802 CHF | 99.57% | 99.57% |
03.07.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 631'009 | 210'336 | 158'187 CHF | 54'832 CHF | 97.69% | 97.69% |
02.07.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 729'471 | 243'157 | 177'989 CHF | 61'761 CHF | 99.58% | 99.58% |