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 | 6.87% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 372'885 | 372'885 | 52'400 CHF | 56'129 CHF | 100.00% | 100.00% |
12.07.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 374'370 | 374'370 | 52'419 CHF | 56'163 CHF | 99.69% | 99.69% |
11.07.2024 | 6.48% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 351'325 | 351'325 | 52'452 CHF | 55'965 CHF | 99.20% | 99.20% |
10.07.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 324'309 | 324'309 | 52'040 CHF | 55'283 CHF | 96.09% | 96.09% |
09.07.2024 | 5.83% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 314'576 | 314'576 | 52'386 CHF | 55'532 CHF | 99.66% | 99.66% |
08.07.2024 | 7.59% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 407'339 | 407'340 | 51'694 CHF | 55'767 CHF | 99.84% | 99.84% |
05.07.2024 | 7.47% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 402'604 | 402'604 | 51'893 CHF | 55'919 CHF | 100.00% | 100.00% |
04.07.2024 | 7.84% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 417'857 | 417'857 | 51'207 CHF | 55'386 CHF | 100.00% | 100.00% |
03.07.2024 | 6.85% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 371'306 | 371'307 | 52'343 CHF | 56'056 CHF | 99.25% | 99.25% |
02.07.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 301'098 | 301'098 | 52'351 CHF | 55'362 CHF | 99.67% | 99.67% |