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 | 6.35% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 114'491 CHF | 40'664 CHF | 99.54% | 99.54% |
12.07.2024 | 7.02% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 103'264 CHF | 36'921 CHF | 99.45% | 99.45% |
11.07.2024 | 5.84% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 124'948 CHF | 44'150 CHF | 99.03% | 99.03% |
10.07.2024 | 5.19% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 628'325 | 209'442 | 117'637 CHF | 41'307 CHF | 99.59% | 99.59% |
09.07.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 121'795 CHF | 42'598 CHF | 99.53% | 99.53% |
08.07.2024 | 5.44% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 713'701 | 237'900 | 127'559 CHF | 44'899 CHF | 99.55% | 99.55% |
05.07.2024 | 4.89% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 119'861 CHF | 41'954 CHF | 99.56% | 99.56% |
04.07.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 122'345 CHF | 42'782 CHF | 99.57% | 99.57% |
03.07.2024 | 6.02% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 736'240 | 245'413 | 118'964 CHF | 42'109 CHF | 99.51% | 99.51% |
02.07.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 126'400 CHF | 44'633 CHF | 99.32% | 99.32% |