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 | 5.81% | 0.16 CHF | 0.17 CHF | 500'000 | 75'000 | 500'000 | 75'057 | 83'633 CHF | 13'305 CHF | 95.92% | 95.92% |
12.07.2024 | 6.35% | 0.16 CHF | 0.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 76'399 CHF | 16'280 CHF | 99.38% | 99.38% |
11.07.2024 | 6.90% | 0.15 CHF | 0.16 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 69'980 CHF | 14'996 CHF | 99.38% | 99.38% |
10.07.2024 | 6.63% | 0.14 CHF | 0.15 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 72'960 CHF | 15'592 CHF | 99.37% | 99.37% |
09.07.2024 | 6.30% | 0.14 CHF | 0.15 CHF | 500'000 | 100'000 | 500'000 | 99'998 | 76'940 CHF | 16'388 CHF | 99.38% | 99.38% |
08.07.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 500'000 | 75'000 | 500'000 | 76'085 | 84'694 CHF | 13'635 CHF | 99.38% | 99.38% |
05.07.2024 | 6.16% | 0.16 CHF | 0.17 CHF | 500'000 | 100'000 | 500'000 | 91'453 | 78'852 CHF | 15'262 CHF | 99.38% | 99.38% |
04.07.2024 | 6.41% | 0.16 CHF | 0.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 75'495 CHF | 16'099 CHF | 98.59% | 98.59% |
03.07.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 500'000 | 100'000 | 500'000 | 95'082 | 75'424 CHF | 15'208 CHF | 99.37% | 99.37% |
02.07.2024 | 6.05% | 0.17 CHF | 0.18 CHF | 500'000 | 75'000 | 500'000 | 87'419 | 80'280 CHF | 14'876 CHF | 99.38% | 99.38% |