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 | 6.40% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 346'088 | 346'088 | 52'326 CHF | 55'787 CHF | 99.38% | 99.38% |
12.07.2024 | 6.45% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 350'178 | 350'178 | 52'504 CHF | 56'005 CHF | 99.08% | 99.08% |
11.07.2024 | 7.04% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 381'071 | 381'071 | 52'224 CHF | 56'035 CHF | 80.47% | 80.47% |
10.07.2024 | 6.58% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 357'361 | 357'361 | 52'570 CHF | 56'143 CHF | 95.48% | 95.48% |
09.07.2024 | 5.92% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 314'406 | 314'406 | 51'573 CHF | 54'717 CHF | 99.06% | 99.06% |
08.07.2024 | 5.85% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 309'671 | 309'671 | 51'361 CHF | 54'458 CHF | 99.23% | 99.23% |
05.07.2024 | 5.71% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 305'393 | 305'393 | 52'015 CHF | 55'069 CHF | 99.39% | 99.39% |
04.07.2024 | 5.84% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 308'908 | 308'908 | 51'371 CHF | 54'460 CHF | 99.39% | 99.39% |
03.07.2024 | 5.83% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 307'514 | 307'514 | 51'162 CHF | 54'238 CHF | 98.65% | 98.65% |
02.07.2024 | 5.34% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 293'428 | 293'428 | 53'518 CHF | 56'452 CHF | 99.06% | 99.06% |