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 | 4.76% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'270 | 250'270 | 51'404 CHF | 53'907 CHF | 99.38% | 99.38% |
12.07.2024 | 4.63% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'735 CHF | 55'235 CHF | 99.04% | 99.04% |
11.07.2024 | 4.94% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 267'688 | 267'688 | 52'903 CHF | 55'579 CHF | 97.80% | 97.80% |
10.07.2024 | 5.35% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 289'975 | 289'975 | 52'733 CHF | 55'633 CHF | 95.46% | 95.46% |
09.07.2024 | 6.19% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 333'742 | 333'742 | 52'267 CHF | 55'605 CHF | 99.02% | 99.02% |
08.07.2024 | 6.22% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 334'618 | 334'618 | 52'126 CHF | 55'473 CHF | 99.22% | 99.22% |
05.07.2024 | 6.09% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 327'305 | 327'306 | 52'063 CHF | 55'337 CHF | 99.38% | 99.38% |
04.07.2024 | 6.51% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 354'335 | 354'335 | 52'642 CHF | 56'185 CHF | 99.39% | 99.39% |
03.07.2024 | 6.84% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 371'730 | 371'730 | 52'526 CHF | 56'243 CHF | 98.63% | 98.63% |
02.07.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 374'496 | 374'496 | 52'430 CHF | 56'175 CHF | 99.05% | 99.05% |