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 | 6.25% | 0.16 CHF | 0.17 CHF | 788'800 | 788'800 | 792'868 | 792'868 | 122'811 CHF | 130'739 CHF | 100.00% | 100.00% |
12.07.2024 | 6.23% | 0.16 CHF | 0.17 CHF | 817'000 | 817'000 | 819'968 | 819'968 | 127'482 CHF | 135'682 CHF | 100.00% | 100.00% |
11.07.2024 | 6.55% | 0.16 CHF | 0.17 CHF | 828'900 | 828'900 | 833'181 | 833'181 | 123'172 CHF | 131'504 CHF | 100.00% | 100.00% |
10.07.2024 | 6.65% | 0.15 CHF | 0.16 CHF | 859'700 | 859'700 | 866'676 | 866'676 | 126'114 CHF | 134'781 CHF | 100.00% | 100.00% |
09.07.2024 | 6.74% | 0.14 CHF | 0.15 CHF | 787'100 | 787'100 | 777'775 | 777'775 | 111'560 CHF | 119'337 CHF | 100.00% | 100.00% |
08.07.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 754'700 | 754'700 | 747'337 | 747'337 | 124'931 CHF | 132'404 CHF | 100.00% | 100.00% |
05.07.2024 | 5.66% | 0.17 CHF | 0.18 CHF | 738'200 | 738'200 | 727'370 | 727'370 | 124'899 CHF | 132'173 CHF | 99.81% | 99.81% |
04.07.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 749'800 | 749'800 | 746'696 | 746'696 | 127'721 CHF | 135'188 CHF | 99.49% | 99.49% |
03.07.2024 | 5.88% | 0.17 CHF | 0.18 CHF | 769'100 | 769'100 | 775'371 | 775'371 | 127'931 CHF | 135'685 CHF | 99.37% | 99.37% |
02.07.2024 | 6.22% | 0.16 CHF | 0.17 CHF | 786'000 | 786'000 | 782'953 | 782'953 | 122'067 CHF | 129'896 CHF | 100.00% | 100.00% |