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 | 6.61% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 358'784 | 358'784 | 52'505 CHF | 56'093 CHF | 100.00% | 100.00% |
12.07.2024 | 6.59% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 357'759 | 357'759 | 52'468 CHF | 56'045 CHF | 99.69% | 99.69% |
11.07.2024 | 6.55% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 354'689 | 354'689 | 52'373 CHF | 55'920 CHF | 99.13% | 99.13% |
10.07.2024 | 5.95% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 316'724 | 316'724 | 51'672 CHF | 54'839 CHF | 96.08% | 96.08% |
09.07.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'022 CHF | 55'022 CHF | 99.65% | 99.65% |
08.07.2024 | 5.75% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 302'609 | 302'609 | 51'111 CHF | 54'137 CHF | 99.84% | 99.84% |
05.07.2024 | 5.86% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 311'018 | 311'018 | 51'525 CHF | 54'636 CHF | 100.00% | 100.00% |
04.07.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 324'977 | 324'977 | 52'020 CHF | 55'270 CHF | 100.00% | 100.00% |
03.07.2024 | 5.76% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 301'575 | 301'575 | 50'826 CHF | 53'842 CHF | 99.25% | 99.25% |
02.07.2024 | 5.05% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 267'973 | 267'973 | 51'723 CHF | 54'403 CHF | 99.67% | 99.67% |