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 | 7.45% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 401'865 | 401'870 | 51'969 CHF | 55'989 CHF | 100.00% | 100.00% |
12.07.2024 | 7.01% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 376'269 | 376'264 | 51'789 CHF | 55'551 CHF | 98.44% | 98.44% |
11.07.2024 | 6.17% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 331'189 | 331'187 | 52'016 CHF | 55'328 CHF | 90.38% | 90.38% |
10.07.2024 | 5.21% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 277'303 | 277'305 | 51'845 CHF | 54'618 CHF | 99.77% | 99.77% |
09.07.2024 | 5.85% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 317'498 | 317'499 | 52'709 CHF | 55'884 CHF | 100.00% | 100.00% |
08.07.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 327'338 | 327'338 | 52'034 CHF | 55'307 CHF | 98.98% | 98.98% |
05.07.2024 | 7.44% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 398'916 | 398'921 | 51'640 CHF | 55'630 CHF | 100.00% | 100.00% |
04.07.2024 | 6.76% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 367'402 | 367'405 | 52'519 CHF | 56'193 CHF | 98.16% | 98.16% |
03.07.2024 | 6.19% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 331'355 | 331'355 | 51'852 CHF | 55'166 CHF | 100.00% | 100.00% |
02.07.2024 | 5.42% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 295'351 | 295'351 | 53'031 CHF | 55'984 CHF | 100.00% | 100.00% |