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 | 5.42% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 107'663 CHF | 37'888 CHF | 99.70% | 99.70% |
12.07.2024 | 5.74% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 101'697 CHF | 35'899 CHF | 97.65% | 97.65% |
11.07.2024 | 6.53% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 89'065 CHF | 31'688 CHF | 99.44% | 99.44% |
10.07.2024 | 6.58% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'699 | 200'233 | 88'456 CHF | 31'488 CHF | 94.56% | 94.56% |
09.07.2024 | 6.15% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 94'713 CHF | 33'571 CHF | 99.11% | 99.11% |
08.07.2024 | 5.43% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 108'065 CHF | 38'022 CHF | 98.87% | 98.87% |
05.07.2024 | 5.78% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 100'876 CHF | 35'625 CHF | 99.52% | 99.52% |
04.07.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 106'120 CHF | 37'373 CHF | 99.58% | 99.58% |
03.07.2024 | 5.73% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 101'906 CHF | 35'969 CHF | 99.53% | 99.53% |
02.07.2024 | 5.75% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 101'479 CHF | 35'826 CHF | 99.45% | 99.45% |