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 | 5.46% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 134'324 CHF | 47'275 CHF | 99.36% | 99.36% |
12.07.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 699'995 | 233'332 | 141'440 CHF | 49'480 CHF | 99.36% | 99.36% |
11.07.2024 | 4.79% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 152'939 CHF | 53'480 CHF | 99.32% | 99.32% |
10.07.2024 | 5.81% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 760'631 | 253'544 | 127'265 CHF | 44'957 CHF | 99.38% | 99.38% |
09.07.2024 | 6.27% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 872'942 | 290'981 | 134'891 CHF | 47'874 CHF | 99.36% | 99.36% |
08.07.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 787'753 | 262'584 | 126'766 CHF | 44'881 CHF | 99.38% | 99.38% |
05.07.2024 | 6.98% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 124'446 CHF | 44'482 CHF | 99.33% | 99.33% |
04.07.2024 | 7.47% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 905'167 | 305'167 | 116'889 CHF | 42'428 CHF | 99.36% | 99.36% |
03.07.2024 | 7.64% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 916'538 | 316'538 | 115'469 CHF | 42'978 CHF | 99.39% | 99.39% |
02.07.2024 | 7.11% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 122'188 CHF | 43'729 CHF | 99.30% | 99.30% |