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 | 7.96% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 263'300 | 50'000 | 50'527 CHF | 10'427 CHF | 97.10% | 97.10% |
12.07.2024 | 7.33% | 0.19 CHF | 0.21 CHF | 270'000 | 50'000 | 276'440 | 50'000 | 50'741 CHF | 9'881 CHF | 94.50% | 94.50% |
11.07.2024 | 6.43% | 0.20 CHF | 0.21 CHF | 250'000 | 50'000 | 270'169 | 50'000 | 50'701 CHF | 10'034 CHF | 98.90% | 98.90% |
10.07.2024 | 7.09% | 0.17 CHF | 0.19 CHF | 300'000 | 50'000 | 297'658 | 50'000 | 50'909 CHF | 9'188 CHF | 100.00% | 100.00% |
09.07.2024 | 7.29% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 284'730 | 50'000 | 50'785 CHF | 9'606 CHF | 100.00% | 100.00% |
08.07.2024 | 6.08% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 249'139 | 50'000 | 50'280 CHF | 10'737 CHF | 100.00% | 100.00% |
05.07.2024 | 6.88% | 0.20 CHF | 0.21 CHF | 250'000 | 50'000 | 244'537 | 50'000 | 50'326 CHF | 11'038 CHF | 98.87% | 98.87% |
04.07.2024 | 5.66% | 0.25 CHF | 0.27 CHF | 200'000 | 50'000 | 205'633 | 50'000 | 50'191 CHF | 12'930 CHF | 100.00% | 100.00% |
03.07.2024 | 6.07% | 0.23 CHF | 0.25 CHF | 220'000 | 50'000 | 223'065 | 50'000 | 50'582 CHF | 12'058 CHF | 99.73% | 99.73% |
02.07.2024 | 6.18% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 232'640 | 50'000 | 50'482 CHF | 11'559 CHF | 100.00% | 100.00% |