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 | 6.10% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 327'409 | 327'409 | 52'072 CHF | 55'346 CHF | 100.00% | 100.00% |
12.07.2024 | 6.46% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 349'760 | 349'760 | 52'402 CHF | 55'899 CHF | 99.69% | 99.69% |
11.07.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 349'355 | 349'355 | 52'403 CHF | 55'897 CHF | 68.73% | 68.73% |
10.07.2024 | 6.21% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 333'766 | 333'766 | 52'103 CHF | 55'441 CHF | 96.10% | 96.10% |
09.07.2024 | 5.85% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 311'930 | 311'930 | 51'741 CHF | 54'861 CHF | 99.67% | 99.67% |
08.07.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 268'954 | 268'954 | 51'593 CHF | 54'283 CHF | 99.85% | 99.85% |
05.07.2024 | 4.76% | 0.20 CHF | 0.21 CHF | 240'000 | 250'000 | 250'295 | 250'295 | 51'327 CHF | 53'830 CHF | 98.21% | 98.21% |
04.07.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 282'584 | 282'584 | 52'911 CHF | 55'737 CHF | 100.00% | 100.00% |
03.07.2024 | 5.35% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 292'206 | 292'206 | 53'170 CHF | 56'092 CHF | 99.25% | 99.25% |
02.07.2024 | 6.79% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 368'256 | 368'256 | 52'393 CHF | 56'075 CHF | 99.68% | 99.68% |