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 | 6.81% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 130'461 | 62'204 | 37'011 CHF | 18'738 CHF | 98.72% | 98.72% |
12.07.2024 | 5.88% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 181'264 | 75'000 | 51'854 CHF | 22'771 CHF | 99.38% | 99.38% |
11.07.2024 | 5.93% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 199'600 | 75'000 | 50'753 CHF | 20'300 CHF | 99.16% | 99.16% |
10.07.2024 | 6.87% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 216'312 | 75'000 | 50'526 CHF | 18'772 CHF | 100.00% | 100.00% |
09.07.2024 | 6.79% | 0.22 CHF | 0.24 CHF | 230'000 | 75'000 | 217'081 | 75'000 | 50'538 CHF | 18'694 CHF | 100.00% | 100.00% |
08.07.2024 | 6.99% | 0.23 CHF | 0.25 CHF | 220'000 | 75'000 | 210'904 | 75'000 | 50'418 CHF | 19'233 CHF | 100.00% | 100.00% |
05.07.2024 | 7.02% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 206'874 | 75'000 | 50'325 CHF | 19'582 CHF | 99.62% | 99.62% |
04.07.2024 | 5.71% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 200'042 | 75'000 | 50'703 CHF | 20'127 CHF | 100.00% | 100.00% |
03.07.2024 | 6.25% | 0.25 CHF | 0.27 CHF | 200'000 | 75'000 | 202'926 | 75'000 | 50'340 CHF | 19'815 CHF | 99.73% | 99.73% |
02.07.2024 | 6.88% | 0.25 CHF | 0.27 CHF | 200'000 | 75'000 | 213'467 | 75'000 | 50'649 CHF | 19'139 CHF | 100.00% | 100.00% |