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 | 2.90% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 204'254 CHF | 70'085 CHF | 99.38% | 99.38% |
12.07.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 188'111 CHF | 64'704 CHF | 92.67% | 92.67% |
11.07.2024 | 6.41% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 113'861 CHF | 40'454 CHF | 99.37% | 99.37% |
10.07.2024 | 6.77% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 107'186 CHF | 38'229 CHF | 99.37% | 99.37% |
09.07.2024 | 6.14% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 118'396 CHF | 41'965 CHF | 99.37% | 99.37% |
08.07.2024 | 6.24% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 116'545 CHF | 41'348 CHF | 99.38% | 99.38% |
05.07.2024 | 5.52% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 132'382 CHF | 46'627 CHF | 99.38% | 99.38% |
04.07.2024 | 6.04% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 120'422 CHF | 42'641 CHF | 98.59% | 98.59% |
03.07.2024 | 6.09% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 119'552 CHF | 42'351 CHF | 99.38% | 99.38% |
02.07.2024 | 5.62% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 129'758 CHF | 45'753 CHF | 99.37% | 99.37% |