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 | 4.63% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 158'711 CHF | 55'404 CHF | 99.38% | 99.38% |
12.07.2024 | 5.15% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 142'131 CHF | 49'877 CHF | 99.38% | 99.38% |
11.07.2024 | 5.78% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 126'997 CHF | 44'833 CHF | 99.38% | 99.38% |
10.07.2024 | 6.59% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 110'254 CHF | 39'251 CHF | 99.37% | 99.37% |
09.07.2024 | 6.13% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 118'787 CHF | 42'096 CHF | 99.38% | 99.38% |
08.07.2024 | 6.34% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 114'896 CHF | 40'799 CHF | 99.38% | 99.38% |
05.07.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 140'808 CHF | 49'436 CHF | 99.38% | 99.38% |
04.07.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 130'142 CHF | 45'881 CHF | 98.58% | 98.58% |
03.07.2024 | 6.12% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 118'974 CHF | 42'158 CHF | 99.37% | 99.37% |
02.07.2024 | 7.78% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 92'784 CHF | 33'428 CHF | 99.38% | 99.38% |