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 | 5.73% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 539'459 | 179'820 | 91'280 CHF | 32'225 CHF | 99.17% | 99.17% |
12.07.2024 | 6.37% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 91'695 CHF | 32'565 CHF | 99.17% | 99.17% |
11.07.2024 | 6.29% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 92'544 CHF | 32'848 CHF | 99.16% | 99.16% |
10.07.2024 | 6.72% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 86'450 CHF | 30'817 CHF | 99.17% | 99.17% |
09.07.2024 | 6.41% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 91'007 CHF | 32'336 CHF | 99.17% | 99.17% |
08.07.2024 | 6.66% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 87'383 CHF | 31'128 CHF | 99.16% | 99.16% |
05.07.2024 | 5.51% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 105'983 CHF | 37'328 CHF | 99.15% | 99.15% |
04.07.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 104'068 CHF | 36'689 CHF | 99.17% | 99.17% |
03.07.2024 | 5.63% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 599'970 | 199'990 | 104'141 CHF | 36'714 CHF | 99.15% | 99.15% |
02.07.2024 | 5.94% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 98'190 CHF | 34'730 CHF | 99.17% | 99.17% |