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 | 6.77% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 367'164 | 367'164 | 52'427 CHF | 56'099 CHF | 100.00% | 100.00% |
12.07.2024 | 6.39% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 346'629 | 346'628 | 52'503 CHF | 55'969 CHF | 99.76% | 99.76% |
11.07.2024 | 6.13% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 327'213 | 327'213 | 51'745 CHF | 55'018 CHF | 100.00% | 100.00% |
10.07.2024 | 5.74% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 306'317 | 306'317 | 51'825 CHF | 54'888 CHF | 94.70% | 94.70% |
09.07.2024 | 5.76% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 302'792 | 302'792 | 51'061 CHF | 54'089 CHF | 99.67% | 99.67% |
08.07.2024 | 6.12% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 328'563 | 328'564 | 52'064 CHF | 55'349 CHF | 100.00% | 100.00% |
05.07.2024 | 5.51% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 299'739 | 299'739 | 52'929 CHF | 55'926 CHF | 100.00% | 100.00% |
04.07.2024 | 5.13% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 276'824 | 276'824 | 52'495 CHF | 55'264 CHF | 100.00% | 100.00% |
03.07.2024 | 4.76% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 254'805 | 254'805 | 52'291 CHF | 54'839 CHF | 99.33% | 99.33% |
02.07.2024 | 4.51% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'220 CHF | 56'720 CHF | 99.61% | 99.61% |