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 | 5.25% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 774'342 | 258'114 | 143'579 CHF | 50'441 CHF | 94.85% | 94.85% |
12.07.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'529 | 250'176 | 140'629 CHF | 49'378 CHF | 99.26% | 99.26% |
11.07.2024 | 5.27% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 756'658 | 252'219 | 139'760 CHF | 49'109 CHF | 98.13% | 98.13% |
10.07.2024 | 6.41% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 135'846 CHF | 48'282 CHF | 99.32% | 99.32% |
09.07.2024 | 7.34% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 971'305 | 371'305 | 127'524 CHF | 52'401 CHF | 99.41% | 99.41% |
08.07.2024 | 6.98% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 124'588 CHF | 44'529 CHF | 98.73% | 98.73% |
05.07.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 920'893 | 320'893 | 119'899 CHF | 44'921 CHF | 98.79% | 98.79% |
04.07.2024 | 6.97% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 124'774 CHF | 44'591 CHF | 99.36% | 99.36% |
03.07.2024 | 7.35% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 918'794 | 318'794 | 120'458 CHF | 44'877 CHF | 99.28% | 99.28% |
02.07.2024 | 7.07% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 122'903 CHF | 43'968 CHF | 99.31% | 99.31% |