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 | 6.45% | 0.16 CHF | 0.17 CHF | 500'000 | 500'000 | 223'802 | 223'802 | 34'374 CHF | 36'622 CHF | 99.96% | 99.96% |
12.07.2024 | 6.58% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 225'006 | 225'006 | 33'750 CHF | 36'010 CHF | 100.00% | 100.00% |
11.07.2024 | 7.14% | 0.15 CHF | 0.16 CHF | 530'000 | 530'000 | 240'164 | 240'164 | 34'673 CHF | 37'085 CHF | 99.99% | 99.99% |
10.07.2024 | 7.26% | 0.13 CHF | 0.14 CHF | 540'000 | 540'000 | 242'272 | 242'272 | 32'802 CHF | 35'235 CHF | 100.00% | 100.00% |
09.07.2024 | 7.19% | 0.14 CHF | 0.15 CHF | 530'000 | 530'000 | 241'668 | 241'668 | 33'191 CHF | 35'623 CHF | 100.00% | 100.00% |
08.07.2024 | 6.82% | 0.14 CHF | 0.15 CHF | 520'000 | 520'000 | 230'085 | 230'085 | 33'092 CHF | 35'405 CHF | 100.00% | 100.00% |
05.07.2024 | 6.84% | 0.15 CHF | 0.16 CHF | 510'000 | 510'000 | 230'422 | 230'422 | 33'359 CHF | 35'672 CHF | 99.85% | 99.85% |
04.07.2024 | 6.51% | 0.15 CHF | 0.16 CHF | 210'000 | 210'000 | 167'465 | 167'465 | 24'866 CHF | 26'540 CHF | 100.00% | 100.00% |
03.07.2024 | 7.07% | 0.15 CHF | 0.16 CHF | 540'000 | 540'000 | 242'310 | 242'310 | 34'135 CHF | 36'569 CHF | 100.00% | 100.00% |
02.07.2024 | 7.60% | 0.14 CHF | 0.15 CHF | 570'000 | 570'000 | 256'461 | 256'461 | 34'229 CHF | 36'805 CHF | 99.88% | 99.88% |