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 | 6.77% | 0.14 CHF | 0.15 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 71'466 CHF | 11'470 CHF | 95.92% | 95.92% |
12.07.2024 | 7.48% | 0.13 CHF | 0.14 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 64'347 CHF | 10'402 CHF | 99.38% | 99.38% |
11.07.2024 | 8.66% | 0.12 CHF | 0.13 CHF | 500'000 | 75'000 | 500'000 | 76'116 | 55'269 CHF | 9'174 CHF | 99.38% | 99.38% |
10.07.2024 | 8.07% | 0.11 CHF | 0.12 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 59'496 CHF | 9'674 CHF | 99.37% | 99.37% |
09.07.2024 | 7.54% | 0.12 CHF | 0.13 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 63'948 CHF | 10'342 CHF | 99.37% | 99.37% |
08.07.2024 | 6.51% | 0.15 CHF | 0.16 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 74'424 CHF | 11'914 CHF | 99.38% | 99.38% |
05.07.2024 | 7.06% | 0.14 CHF | 0.15 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 68'527 CHF | 11'029 CHF | 99.38% | 99.38% |
04.07.2024 | 7.42% | 0.14 CHF | 0.15 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 64'873 CHF | 10'481 CHF | 98.59% | 98.59% |
03.07.2024 | 7.59% | 0.13 CHF | 0.14 CHF | 500'000 | 75'000 | 500'000 | 76'180 | 63'888 CHF | 10'475 CHF | 99.37% | 99.37% |
02.07.2024 | 6.95% | 0.15 CHF | 0.16 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 69'621 CHF | 11'193 CHF | 99.38% | 99.38% |