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 | 6.16% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 330'898 | 330'894 | 52'038 CHF | 55'346 CHF | 100.00% | 100.00% |
12.07.2024 | 6.09% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 328'389 | 328'389 | 52'306 CHF | 55'590 CHF | 98.39% | 98.39% |
11.07.2024 | 7.07% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 381'572 | 381'576 | 52'120 CHF | 55'936 CHF | 99.76% | 99.76% |
10.07.2024 | 7.78% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 415'002 | 415'004 | 51'317 CHF | 55'467 CHF | 99.79% | 99.79% |
09.07.2024 | 7.68% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 411'464 | 411'460 | 51'532 CHF | 55'646 CHF | 100.00% | 100.00% |
08.07.2024 | 7.83% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 418'420 | 418'420 | 51'328 CHF | 55'512 CHF | 98.97% | 98.97% |
05.07.2024 | 7.95% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 426'860 | 426'860 | 51'571 CHF | 55'840 CHF | 100.00% | 100.00% |
04.07.2024 | 8.20% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 437'171 | 436'140 | 51'183 CHF | 55'441 CHF | 98.15% | 98.15% |
03.07.2024 | 9.74% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 520'386 | 444'277 | 50'811 CHF | 48'238 CHF | 100.00% | 100.00% |
02.07.2024 | 9.59% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 510'543 | 429'452 | 50'660 CHF | 47'655 CHF | 99.99% | 99.99% |