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 | 6.42% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 893'220 | 297'740 | 134'678 CHF | 47'870 CHF | 95.50% | 95.50% |
12.07.2024 | 6.68% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 130'560 CHF | 46'520 CHF | 99.32% | 99.32% |
11.07.2024 | 7.87% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 904'688 | 304'688 | 110'577 CHF | 40'263 CHF | 99.11% | 99.11% |
10.07.2024 | 8.62% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 111'104 CHF | 48'442 CHF | 99.39% | 99.39% |
09.07.2024 | 7.74% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 925'753 | 325'753 | 114'996 CHF | 43'633 CHF | 99.36% | 99.36% |
08.07.2024 | 7.10% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 122'573 CHF | 43'858 CHF | 99.31% | 99.31% |
05.07.2024 | 5.72% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 894'838 | 298'279 | 152'711 CHF | 53'887 CHF | 99.32% | 99.32% |
04.07.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 894'678 | 298'226 | 158'309 CHF | 55'752 CHF | 99.37% | 99.37% |
03.07.2024 | 5.86% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 897'191 | 299'064 | 148'943 CHF | 52'638 CHF | 99.40% | 99.40% |
02.07.2024 | 5.29% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 819'431 | 273'144 | 150'737 CHF | 52'977 CHF | 99.30% | 99.30% |