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 | 6.17% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 94'376 CHF | 33'459 CHF | 99.17% | 99.17% |
12.07.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 91'129 CHF | 32'376 CHF | 99.24% | 99.24% |
11.07.2024 | 6.12% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 95'091 CHF | 33'697 CHF | 98.03% | 98.03% |
10.07.2024 | 6.44% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 90'204 CHF | 32'068 CHF | 99.24% | 99.24% |
09.07.2024 | 6.14% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 94'813 CHF | 33'604 CHF | 99.24% | 99.24% |
08.07.2024 | 6.39% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 90'882 CHF | 32'294 CHF | 99.16% | 99.16% |
05.07.2024 | 6.96% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 83'217 CHF | 29'739 CHF | 98.43% | 98.43% |
04.07.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 83'929 CHF | 29'976 CHF | 99.23% | 99.23% |
03.07.2024 | 6.95% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 83'419 CHF | 29'806 CHF | 98.55% | 98.55% |
02.07.2024 | 7.58% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 76'276 CHF | 27'425 CHF | 99.23% | 99.23% |