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 | 6.64% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 109'517 CHF | 39'006 CHF | 99.40% | 99.40% |
12.07.2024 | 6.14% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 118'524 CHF | 42'008 CHF | 99.36% | 99.36% |
11.07.2024 | 6.49% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 112'033 CHF | 39'844 CHF | 98.17% | 98.17% |
10.07.2024 | 6.07% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 119'733 CHF | 42'411 CHF | 99.40% | 99.40% |
09.07.2024 | 6.37% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 114'143 CHF | 40'548 CHF | 99.38% | 99.38% |
08.07.2024 | 6.14% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 118'574 CHF | 42'025 CHF | 99.25% | 99.25% |
05.07.2024 | 5.41% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 618'561 | 206'187 | 111'167 CHF | 39'118 CHF | 98.44% | 98.44% |
04.07.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 695'937 | 231'979 | 125'272 CHF | 44'077 CHF | 99.37% | 99.37% |
03.07.2024 | 5.38% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 705'655 | 235'218 | 127'632 CHF | 44'896 CHF | 99.27% | 99.27% |
02.07.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 120'653 CHF | 42'218 CHF | 99.41% | 99.41% |