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 | 5.40% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 162'216 CHF | 57'072 CHF | 99.27% | 99.27% |
12.07.2024 | 5.88% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 148'719 CHF | 52'573 CHF | 99.27% | 99.27% |
11.07.2024 | 5.93% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 147'275 CHF | 52'092 CHF | 99.26% | 99.26% |
10.07.2024 | 5.95% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 146'776 CHF | 51'925 CHF | 99.27% | 99.27% |
09.07.2024 | 6.27% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 139'294 CHF | 49'432 CHF | 99.27% | 99.27% |
08.07.2024 | 6.29% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 138'780 CHF | 49'260 CHF | 99.22% | 99.22% |
05.07.2024 | 6.37% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 136'990 CHF | 48'663 CHF | 99.27% | 99.27% |
04.07.2024 | 6.71% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 129'809 CHF | 46'270 CHF | 99.27% | 99.27% |
03.07.2024 | 6.74% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 899'970 | 300'000 | 129'256 CHF | 46'087 CHF | 99.27% | 99.27% |
02.07.2024 | 7.31% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 118'928 CHF | 42'643 CHF | 99.27% | 99.27% |