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 | 7.23% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 723'533 | 241'178 | 96'346 CHF | 34'527 CHF | 94.82% | 94.82% |
12.07.2024 | 6.80% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 745'939 | 248'646 | 106'009 CHF | 37'823 CHF | 99.16% | 99.16% |
11.07.2024 | 6.35% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 744'656 | 248'219 | 113'558 CHF | 40'335 CHF | 98.11% | 98.11% |
10.07.2024 | 5.18% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 112'996 CHF | 39'666 CHF | 99.37% | 99.37% |
09.07.2024 | 4.50% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 130'355 CHF | 45'452 CHF | 99.35% | 99.35% |
08.07.2024 | 5.09% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 115'006 CHF | 40'335 CHF | 98.72% | 98.72% |
05.07.2024 | 4.58% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 128'076 CHF | 44'692 CHF | 98.84% | 98.84% |
04.07.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 125'956 CHF | 43'985 CHF | 99.36% | 99.36% |
03.07.2024 | 4.78% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 122'835 CHF | 42'945 CHF | 99.28% | 99.28% |
02.07.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 122'261 CHF | 42'754 CHF | 99.22% | 99.22% |