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 | 6.17% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 332'347 | 332'347 | 52'153 CHF | 55'476 CHF | 100.00% | 100.00% |
12.07.2024 | 5.78% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 305'147 | 305'146 | 51'275 CHF | 54'326 CHF | 98.45% | 98.45% |
11.07.2024 | 5.54% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 296'333 | 296'334 | 52'077 CHF | 55'041 CHF | 96.53% | 96.53% |
10.07.2024 | 6.24% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 336'018 | 336'017 | 52'190 CHF | 55'550 CHF | 99.80% | 99.80% |
09.07.2024 | 5.94% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 319'695 | 319'691 | 52'215 CHF | 55'411 CHF | 100.00% | 100.00% |
08.07.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 304'321 | 304'321 | 51'474 CHF | 54'517 CHF | 98.97% | 98.97% |
05.07.2024 | 5.97% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 320'675 | 320'677 | 52'127 CHF | 55'334 CHF | 100.00% | 100.00% |
04.07.2024 | 7.10% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 385'261 | 385'261 | 52'393 CHF | 56'246 CHF | 98.16% | 98.16% |
03.07.2024 | 7.32% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 395'440 | 395'441 | 52'083 CHF | 56'038 CHF | 100.00% | 100.00% |
02.07.2024 | 8.82% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 470'777 | 467'914 | 51'107 CHF | 55'506 CHF | 100.00% | 100.00% |