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 | 5.88% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 124'071 CHF | 43'857 CHF | 99.37% | 99.37% |
12.07.2024 | 6.00% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 121'401 CHF | 42'967 CHF | 99.38% | 99.38% |
11.07.2024 | 6.05% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 120'300 CHF | 42'600 CHF | 99.37% | 99.37% |
10.07.2024 | 7.27% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 99'647 CHF | 35'716 CHF | 99.36% | 99.36% |
09.07.2024 | 7.43% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 97'263 CHF | 34'921 CHF | 99.38% | 99.38% |
08.07.2024 | 7.36% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 98'149 CHF | 35'216 CHF | 99.38% | 99.38% |
05.07.2024 | 7.68% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 94'110 CHF | 33'870 CHF | 99.38% | 99.38% |
04.07.2024 | 7.47% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 96'768 CHF | 34'756 CHF | 98.82% | 98.82% |
03.07.2024 | 8.46% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 85'084 CHF | 30'861 CHF | 99.37% | 99.37% |
02.07.2024 | 9.41% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 76'224 CHF | 27'908 CHF | 99.38% | 99.38% |