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 | 7.82% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 419'180 | 419'178 | 51'516 CHF | 55'707 CHF | 100.00% | 100.00% |
12.07.2024 | 7.86% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 416'589 | 416'590 | 50'949 CHF | 55'116 CHF | 98.44% | 98.44% |
11.07.2024 | 7.91% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 418'988 | 418'998 | 50'871 CHF | 55'062 CHF | 99.23% | 99.23% |
10.07.2024 | 6.57% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 356'394 | 356'394 | 52'478 CHF | 56'042 CHF | 99.77% | 99.77% |
09.07.2024 | 6.46% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 351'561 | 351'560 | 52'632 CHF | 56'148 CHF | 100.00% | 100.00% |
08.07.2024 | 6.47% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'368 | 350'366 | 52'378 CHF | 55'881 CHF | 98.98% | 98.98% |
05.07.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 322'754 | 322'754 | 51'822 CHF | 55'050 CHF | 100.00% | 100.00% |
04.07.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 324'548 | 324'547 | 51'935 CHF | 55'180 CHF | 98.15% | 98.15% |
03.07.2024 | 5.56% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 298'438 | 298'436 | 52'244 CHF | 55'228 CHF | 100.00% | 100.00% |
02.07.2024 | 5.20% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 275'910 | 275'910 | 51'625 CHF | 54'385 CHF | 100.00% | 100.00% |