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 | 5.87% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 765'906 | 255'302 | 126'589 CHF | 44'749 CHF | 99.17% | 99.17% |
12.07.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 797'695 | 265'898 | 127'529 CHF | 45'169 CHF | 99.17% | 99.17% |
11.07.2024 | 5.87% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 783'060 | 261'020 | 129'686 CHF | 45'839 CHF | 99.16% | 99.16% |
10.07.2024 | 6.19% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 806'702 | 268'901 | 126'114 CHF | 44'727 CHF | 99.16% | 99.16% |
09.07.2024 | 5.70% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 128'114 CHF | 45'205 CHF | 99.17% | 99.17% |
08.07.2024 | 5.38% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 135'785 CHF | 47'762 CHF | 99.16% | 99.16% |
05.07.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 141'582 CHF | 49'694 CHF | 99.15% | 99.15% |
04.07.2024 | 5.78% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'302 | 250'101 | 126'169 CHF | 44'557 CHF | 99.17% | 99.17% |
03.07.2024 | 6.76% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 128'850 CHF | 45'950 CHF | 99.15% | 99.15% |
02.07.2024 | 7.94% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 109'277 CHF | 39'426 CHF | 99.17% | 99.17% |