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 | 6.42% | 0.14 CHF | 0.15 CHF | 1'009'600 | 1'009'600 | 393'243 | 393'243 | 58'427 CHF | 62'368 CHF | 100.00% | 100.00% |
12.07.2024 | 7.20% | 0.16 CHF | 0.17 CHF | 889'600 | 889'600 | 390'888 | 390'888 | 65'320 CHF | 69'807 CHF | 100.00% | 100.00% |
11.07.2024 | 6.10% | 0.17 CHF | 0.18 CHF | 902'600 | 902'600 | 411'111 | 411'111 | 68'133 CHF | 72'252 CHF | 100.00% | 100.00% |
10.07.2024 | 6.54% | 0.16 CHF | 0.17 CHF | 978'800 | 978'800 | 437'695 | 437'695 | 66'287 CHF | 70'672 CHF | 99.90% | 99.90% |
09.07.2024 | 6.59% | 0.14 CHF | 0.16 CHF | 991'000 | 991'000 | 447'087 | 447'087 | 66'274 CHF | 70'753 CHF | 99.74% | 99.74% |
08.07.2024 | 6.76% | 0.14 CHF | 0.16 CHF | 1'056'200 | 1'056'200 | 467'333 | 467'333 | 68'659 CHF | 73'341 CHF | 99.30% | 99.30% |
05.07.2024 | 7.02% | 0.14 CHF | 0.16 CHF | 1'069'700 | 1'069'700 | 478'393 | 478'393 | 67'033 CHF | 71'826 CHF | 99.89% | 99.89% |
04.07.2024 | 6.78% | 0.14 CHF | 0.15 CHF | 427'900 | 427'900 | 342'910 | 342'910 | 48'816 CHF | 52'245 CHF | 99.63% | 99.63% |
03.07.2024 | 7.04% | 0.14 CHF | 0.15 CHF | 1'009'000 | 1'009'000 | 421'948 | 421'948 | 63'051 CHF | 67'360 CHF | 100.00% | 100.00% |
02.07.2024 | 6.17% | 0.16 CHF | 0.17 CHF | 937'200 | 937'200 | 417'318 | 417'318 | 66'400 CHF | 70'581 CHF | 100.00% | 100.00% |