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 | 6.80% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 776'863 | 258'954 | 110'406 CHF | 39'391 CHF | 99.31% | 99.31% |
12.07.2024 | 6.83% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 832'673 | 277'558 | 117'677 CHF | 42'001 CHF | 99.30% | 99.30% |
11.07.2024 | 6.56% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 763'686 | 254'562 | 112'582 CHF | 40'073 CHF | 98.07% | 98.07% |
10.07.2024 | 6.89% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 769'822 | 256'607 | 107'919 CHF | 38'539 CHF | 99.41% | 99.41% |
09.07.2024 | 6.54% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 755'891 | 251'964 | 111'833 CHF | 39'798 CHF | 99.37% | 99.37% |
08.07.2024 | 7.27% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 866'166 | 288'722 | 114'734 CHF | 41'132 CHF | 99.31% | 99.31% |
05.07.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 107'941 CHF | 38'980 CHF | 98.58% | 98.58% |
04.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 108'000 CHF | 39'000 CHF | 99.37% | 99.37% |
03.07.2024 | 8.03% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 107'607 CHF | 38'869 CHF | 99.27% | 99.27% |
02.07.2024 | 8.75% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'714 | 300'714 | 98'428 CHF | 35'864 CHF | 99.39% | 99.39% |