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 | 7.63% | 0.13 CHF | 0.14 CHF | 750'000 | 50'000 | 803'457 | 50'000 | 101'208 CHF | 6'821 CHF | 99.17% | 99.17% |
12.07.2024 | 8.36% | 0.13 CHF | 0.14 CHF | 750'000 | 50'000 | 910'253 | 50'000 | 104'206 CHF | 6'250 CHF | 99.17% | 99.17% |
11.07.2024 | 7.60% | 0.14 CHF | 0.15 CHF | 600'000 | 50'000 | 785'159 | 50'000 | 99'224 CHF | 6'863 CHF | 99.17% | 99.17% |
10.07.2024 | 6.38% | 0.14 CHF | 0.15 CHF | 750'000 | 50'000 | 610'546 | 50'000 | 92'735 CHF | 8'105 CHF | 99.17% | 99.17% |
09.07.2024 | 4.47% | 0.24 CHF | 0.25 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 131'482 CHF | 11'457 CHF | 99.17% | 99.17% |
08.07.2024 | 3.97% | 0.26 CHF | 0.27 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 148'541 CHF | 12'878 CHF | 99.15% | 99.15% |
05.07.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 152'707 CHF | 13'226 CHF | 99.16% | 99.16% |
04.07.2024 | 3.75% | 0.25 CHF | 0.26 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 157'202 CHF | 13'600 CHF | 99.17% | 99.17% |
03.07.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 174'937 CHF | 15'078 CHF | 99.17% | 99.17% |
02.07.2024 | 3.30% | 0.32 CHF | 0.33 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 178'995 CHF | 15'416 CHF | 99.16% | 99.16% |