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 | 6.36% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 502'359 | 167'453 | 76'139 CHF | 27'054 CHF | 99.38% | 99.38% |
12.07.2024 | 6.52% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 563'281 | 187'760 | 83'421 CHF | 29'684 CHF | 99.38% | 99.38% |
11.07.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 596'782 | 198'927 | 90'107 CHF | 32'025 CHF | 99.36% | 99.36% |
10.07.2024 | 6.11% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 546'237 | 182'079 | 86'399 CHF | 30'620 CHF | 99.37% | 99.37% |
09.07.2024 | 5.56% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 454'427 | 151'476 | 79'532 CHF | 28'025 CHF | 99.38% | 99.38% |
08.07.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 595'566 | 198'522 | 89'811 CHF | 31'922 CHF | 99.37% | 99.37% |
05.07.2024 | 6.22% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 565'137 | 188'379 | 88'017 CHF | 31'223 CHF | 99.38% | 99.38% |
04.07.2024 | 8.44% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 68'245 CHF | 24'748 CHF | 98.83% | 98.83% |
03.07.2024 | 7.90% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 73'149 CHF | 26'383 CHF | 99.38% | 99.38% |
02.07.2024 | 8.43% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 68'323 CHF | 24'774 CHF | 99.38% | 99.38% |