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 | 6.85% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 371'651 | 371'654 | 52'425 CHF | 56'142 CHF | 100.00% | 100.00% |
12.07.2024 | 6.95% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 375'431 | 375'422 | 52'161 CHF | 55'914 CHF | 98.41% | 98.41% |
11.07.2024 | 5.99% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 317'939 | 317'940 | 51'522 CHF | 54'701 CHF | 97.35% | 97.35% |
10.07.2024 | 5.59% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 300'257 | 300'257 | 52'295 CHF | 55'298 CHF | 99.78% | 99.78% |
09.07.2024 | 5.80% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 307'038 | 307'037 | 51'378 CHF | 54'449 CHF | 100.00% | 100.00% |
08.07.2024 | 5.83% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 308'391 | 308'392 | 51'368 CHF | 54'452 CHF | 98.98% | 98.98% |
05.07.2024 | 5.98% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 319'759 | 319'761 | 51'824 CHF | 55'022 CHF | 100.00% | 100.00% |
04.07.2024 | 5.44% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'636 CHF | 56'636 CHF | 98.16% | 98.16% |
03.07.2024 | 5.31% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 291'284 | 291'284 | 53'355 CHF | 56'268 CHF | 100.00% | 100.00% |
02.07.2024 | 4.71% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 252'460 | 252'460 | 52'398 CHF | 54'923 CHF | 100.00% | 100.00% |