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 | 6.46% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 112'397 CHF | 39'966 CHF | 99.70% | 99.70% |
12.07.2024 | 5.74% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 741'488 | 247'163 | 125'529 CHF | 44'315 CHF | 97.98% | 97.98% |
11.07.2024 | 5.25% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 622'256 | 207'419 | 115'362 CHF | 40'528 CHF | 99.47% | 99.47% |
10.07.2024 | 5.33% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 109'673 CHF | 38'558 CHF | 94.56% | 94.56% |
09.07.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 726'865 | 242'288 | 131'182 CHF | 46'150 CHF | 99.11% | 99.11% |
08.07.2024 | 6.62% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 110'061 CHF | 39'187 CHF | 98.88% | 98.88% |
05.07.2024 | 5.99% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 121'430 CHF | 42'977 CHF | 99.54% | 99.54% |
04.07.2024 | 6.07% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 119'849 CHF | 42'450 CHF | 99.57% | 99.57% |
03.07.2024 | 5.89% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 123'834 CHF | 43'778 CHF | 99.61% | 99.61% |
02.07.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 749'520 | 249'840 | 126'829 CHF | 44'775 CHF | 99.56% | 99.56% |