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 | 3.04% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 194'742 CHF | 66'914 CHF | 99.38% | 99.38% |
12.07.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'742 CHF | 61'247 CHF | 92.67% | 92.67% |
11.07.2024 | 6.80% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 107'471 CHF | 38'324 CHF | 99.37% | 99.37% |
10.07.2024 | 7.21% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 100'447 CHF | 35'982 CHF | 99.37% | 99.37% |
09.07.2024 | 6.54% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 110'964 CHF | 39'488 CHF | 99.37% | 99.37% |
08.07.2024 | 6.62% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 109'793 CHF | 39'098 CHF | 99.38% | 99.38% |
05.07.2024 | 5.81% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 125'460 CHF | 44'320 CHF | 99.38% | 99.38% |
04.07.2024 | 6.20% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 117'358 CHF | 41'619 CHF | 98.59% | 98.59% |
03.07.2024 | 6.43% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 113'150 CHF | 40'217 CHF | 99.38% | 99.38% |
02.07.2024 | 5.95% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 122'363 CHF | 43'288 CHF | 99.37% | 99.37% |