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 | 6.22% | 0.15 CHF | 0.16 CHF | 297'083 | 50'000 | 292'263 | 50'000 | 45'570 CHF | 8'300 CHF | 99.72% | 99.72% |
12.07.2024 | 5.93% | 0.16 CHF | 0.17 CHF | 284'861 | 50'000 | 289'244 | 50'000 | 47'382 CHF | 8'690 CHF | 99.01% | 99.01% |
11.07.2024 | 5.83% | 0.17 CHF | 0.18 CHF | 276'088 | 50'000 | 286'028 | 50'000 | 47'722 CHF | 8'844 CHF | 97.88% | 97.88% |
10.07.2024 | 6.31% | 0.16 CHF | 0.17 CHF | 306'062 | 50'000 | 303'562 | 50'000 | 46'644 CHF | 8'183 CHF | 100.00% | 100.00% |
09.07.2024 | 6.18% | 0.15 CHF | 0.16 CHF | 314'908 | 50'000 | 302'699 | 50'000 | 47'504 CHF | 8'350 CHF | 95.72% | 95.72% |
08.07.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 305'387 | 50'000 | 305'181 | 50'000 | 48'513 CHF | 8'448 CHF | 99.68% | 99.68% |
05.07.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 305'568 | 50'000 | 304'954 | 50'000 | 48'641 CHF | 8'476 CHF | 98.23% | 98.23% |
04.07.2024 | 6.84% | 0.14 CHF | 0.15 CHF | 319'436 | 50'000 | 333'511 | 50'000 | 47'110 CHF | 7'564 CHF | 94.31% | 94.31% |
03.07.2024 | 7.12% | 0.14 CHF | 0.15 CHF | 343'819 | 50'000 | 337'998 | 50'000 | 45'829 CHF | 7'282 CHF | 100.00% | 100.00% |
02.07.2024 | 7.71% | 0.14 CHF | 0.15 CHF | 345'363 | 50'000 | 367'346 | 50'000 | 45'831 CHF | 6'744 CHF | 92.73% | 92.73% |