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 | 6.13% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 95'268 CHF | 33'756 CHF | 99.17% | 99.17% |
12.07.2024 | 6.63% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 87'683 CHF | 31'228 CHF | 99.16% | 99.16% |
11.07.2024 | 6.92% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 83'786 CHF | 29'929 CHF | 99.17% | 99.17% |
10.07.2024 | 8.02% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 71'920 CHF | 25'973 CHF | 99.17% | 99.17% |
09.07.2024 | 6.49% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 89'754 CHF | 31'918 CHF | 99.16% | 99.16% |
08.07.2024 | 6.22% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 550'666 | 183'555 | 85'582 CHF | 30'363 CHF | 99.15% | 99.15% |
05.07.2024 | 6.37% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 597'437 | 199'146 | 90'998 CHF | 32'324 CHF | 99.15% | 99.15% |
04.07.2024 | 6.27% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 92'850 CHF | 32'950 CHF | 99.17% | 99.17% |
03.07.2024 | 6.44% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 90'295 CHF | 32'099 CHF | 99.15% | 99.15% |
02.07.2024 | 7.72% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 74'885 CHF | 26'962 CHF | 99.17% | 99.17% |