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 | 6.19% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 141'334 CHF | 50'111 CHF | 93.54% | 93.54% |
12.07.2024 | 6.25% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 139'813 CHF | 49'604 CHF | 93.27% | 93.27% |
11.07.2024 | 6.84% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 127'272 CHF | 45'424 CHF | 94.61% | 94.61% |
10.07.2024 | 6.37% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 136'871 CHF | 48'624 CHF | 96.13% | 96.13% |
09.07.2024 | 5.66% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 838'403 | 279'468 | 143'771 CHF | 50'718 CHF | 91.41% | 91.41% |
08.07.2024 | 5.57% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 896'590 | 298'863 | 156'644 CHF | 55'203 CHF | 95.75% | 95.75% |
05.07.2024 | 5.36% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 829'716 | 276'572 | 150'364 CHF | 52'887 CHF | 92.61% | 92.61% |
04.07.2024 | 5.49% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 891'069 | 297'023 | 157'960 CHF | 55'623 CHF | 90.48% | 90.48% |
03.07.2024 | 5.47% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 898'782 | 299'594 | 159'922 CHF | 56'303 CHF | 97.10% | 97.10% |
02.07.2024 | 4.95% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 147'697 CHF | 51'733 CHF | 94.84% | 94.84% |