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 | 4.28% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 103'155 CHF | 35'885 CHF | 99.27% | 99.27% |
12.07.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 113'156 CHF | 39'219 CHF | 99.27% | 99.27% |
11.07.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 106'522 CHF | 37'008 CHF | 99.27% | 99.27% |
10.07.2024 | 4.31% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 102'271 CHF | 35'590 CHF | 99.27% | 99.27% |
09.07.2024 | 4.73% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'893 CHF | 32'464 CHF | 99.27% | 99.27% |
08.07.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 90'000 CHF | 31'500 CHF | 99.25% | 99.25% |
05.07.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 91'381 CHF | 31'960 CHF | 99.27% | 99.27% |
04.07.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 89'354 CHF | 31'285 CHF | 99.27% | 99.27% |
03.07.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 85'544 CHF | 30'015 CHF | 99.27% | 99.27% |
02.07.2024 | 5.22% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 84'036 CHF | 29'512 CHF | 99.27% | 99.27% |