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 | 7.33% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 98'602 CHF | 35'367 CHF | 99.51% | 99.51% |
12.07.2024 | 7.38% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 866'397 | 288'799 | 113'037 CHF | 40'567 CHF | 97.78% | 97.78% |
11.07.2024 | 8.57% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 100'611 CHF | 36'537 CHF | 99.39% | 99.39% |
10.07.2024 | 8.82% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 97'695 CHF | 35'565 CHF | 94.56% | 94.56% |
09.07.2024 | 8.10% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 106'692 CHF | 38'564 CHF | 99.15% | 99.15% |
08.07.2024 | 7.16% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 782'502 | 260'834 | 105'251 CHF | 37'692 CHF | 98.87% | 98.87% |
05.07.2024 | 7.53% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 874'283 | 291'428 | 111'727 CHF | 40'157 CHF | 99.55% | 99.55% |
04.07.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 790'355 | 263'452 | 102'627 CHF | 36'843 CHF | 99.58% | 99.58% |
03.07.2024 | 7.80% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 876'961 | 292'320 | 107'993 CHF | 38'921 CHF | 99.51% | 99.51% |
02.07.2024 | 7.54% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 899'870 | 299'957 | 114'939 CHF | 41'313 CHF | 99.58% | 99.58% |