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 | 5.59% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'219 | 300'223 | 52'276 CHF | 55'279 CHF | 100.00% | 100.00% |
12.07.2024 | 6.13% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 330'765 | 330'765 | 52'284 CHF | 55'591 CHF | 98.45% | 98.45% |
11.07.2024 | 7.04% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 379'492 | 379'486 | 52'052 CHF | 55'846 CHF | 99.30% | 99.30% |
10.07.2024 | 8.64% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 467'229 | 467'231 | 51'788 CHF | 56'460 CHF | 99.76% | 99.76% |
09.07.2024 | 6.89% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 372'295 | 372'294 | 52'194 CHF | 55'917 CHF | 100.00% | 100.00% |
08.07.2024 | 6.45% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 349'178 | 349'178 | 52'387 CHF | 55'879 CHF | 98.98% | 98.98% |
05.07.2024 | 5.00% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 262'092 | 262'093 | 51'051 CHF | 53'672 CHF | 100.00% | 100.00% |
04.07.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 302'122 | 302'123 | 51'557 CHF | 54'578 CHF | 98.16% | 98.16% |
03.07.2024 | 6.20% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 333'060 | 333'063 | 52'076 CHF | 55'407 CHF | 100.00% | 100.00% |
02.07.2024 | 7.23% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 390'153 | 390'158 | 52'062 CHF | 55'964 CHF | 100.00% | 100.00% |