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 | 7.05% | 0.17 CHF | 0.18 CHF | 300'000 | 25'000 | 296'228 | 25'000 | 50'832 CHF | 4'610 CHF | 87.82% | 87.82% |
12.07.2024 | 7.29% | 0.18 CHF | 0.19 CHF | 280'000 | 25'000 | 306'527 | 25'000 | 51'017 CHF | 4'483 CHF | 99.01% | 99.01% |
11.07.2024 | 8.09% | 0.16 CHF | 0.18 CHF | 320'000 | 25'000 | 354'421 | 25'000 | 50'679 CHF | 3'891 CHF | 99.09% | 99.09% |
10.07.2024 | 8.27% | 0.12 CHF | 0.14 CHF | 420'000 | 25'000 | 385'776 | 25'000 | 50'577 CHF | 3'568 CHF | 100.00% | 100.00% |
09.07.2024 | 7.32% | 0.15 CHF | 0.16 CHF | 340'000 | 25'000 | 320'277 | 25'000 | 51'075 CHF | 4'299 CHF | 100.00% | 100.00% |
08.07.2024 | 6.81% | 0.16 CHF | 0.17 CHF | 320'000 | 25'000 | 319'245 | 25'000 | 51'106 CHF | 4'291 CHF | 100.00% | 100.00% |
05.07.2024 | 8.11% | 0.15 CHF | 0.16 CHF | 340'000 | 25'000 | 332'665 | 25'000 | 51'015 CHF | 4'166 CHF | 98.81% | 98.81% |
04.07.2024 | 7.61% | 0.17 CHF | 0.18 CHF | 300'000 | 25'000 | 329'377 | 25'000 | 51'081 CHF | 4'189 CHF | 100.00% | 100.00% |
03.07.2024 | 7.19% | 0.13 CHF | 0.15 CHF | 390'000 | 25'000 | 329'434 | 25'000 | 50'984 CHF | 4'189 CHF | 99.73% | 99.73% |
02.07.2024 | 9.03% | 0.15 CHF | 0.16 CHF | 340'000 | 25'000 | 369'373 | 25'000 | 50'653 CHF | 3'761 CHF | 100.00% | 100.00% |