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 | 7.37% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 117'708 CHF | 42'236 CHF | 99.12% | 99.12% |
12.07.2024 | 7.11% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 122'286 CHF | 43'762 CHF | 98.91% | 98.91% |
11.07.2024 | 8.19% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 903'836 | 303'836 | 106'103 CHF | 38'687 CHF | 99.01% | 99.01% |
10.07.2024 | 8.47% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 958'484 | 358'484 | 108'743 CHF | 44'006 CHF | 99.12% | 99.12% |
09.07.2024 | 8.72% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 996'720 | 396'720 | 109'550 CHF | 47'551 CHF | 99.11% | 99.11% |
08.07.2024 | 5.42% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 134'668 CHF | 47'389 CHF | 99.10% | 99.10% |
05.07.2024 | 5.02% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 145'992 CHF | 51'164 CHF | 98.72% | 98.72% |
04.07.2024 | 5.04% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 145'145 CHF | 50'882 CHF | 98.79% | 98.79% |
03.07.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 770'400 | 256'800 | 138'448 CHF | 48'717 CHF | 99.07% | 99.07% |
02.07.2024 | 6.25% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 139'602 CHF | 49'534 CHF | 99.18% | 99.18% |