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 | 3.28% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 482'107 | 160'702 | 144'175 CHF | 49'666 CHF | 99.38% | 99.38% |
12.07.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 598'453 | 199'484 | 163'666 CHF | 56'550 CHF | 92.67% | 92.67% |
11.07.2024 | 8.19% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 88'643 CHF | 32'048 CHF | 99.37% | 99.37% |
10.07.2024 | 8.80% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 81'704 CHF | 29'735 CHF | 99.37% | 99.37% |
09.07.2024 | 7.84% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 92'044 CHF | 33'181 CHF | 99.37% | 99.37% |
08.07.2024 | 7.86% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 91'805 CHF | 33'102 CHF | 99.38% | 99.38% |
05.07.2024 | 6.89% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 105'489 CHF | 37'663 CHF | 99.38% | 99.38% |
04.07.2024 | 7.40% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 97'696 CHF | 35'065 CHF | 98.59% | 98.59% |
03.07.2024 | 7.73% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 93'498 CHF | 33'666 CHF | 99.38% | 99.38% |
02.07.2024 | 6.91% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 104'883 CHF | 37'461 CHF | 99.37% | 99.37% |