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 | 6.64% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 360'778 | 360'778 | 52'555 CHF | 56'163 CHF | 99.39% | 99.39% |
12.07.2024 | 6.98% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 379'065 | 379'065 | 52'416 CHF | 56'207 CHF | 99.07% | 99.07% |
11.07.2024 | 6.37% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 343'842 | 343'842 | 52'242 CHF | 55'680 CHF | 96.42% | 96.42% |
10.07.2024 | 6.71% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 364'765 | 364'765 | 52'536 CHF | 56'184 CHF | 95.49% | 95.49% |
09.07.2024 | 7.18% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 389'304 | 389'304 | 52'267 CHF | 56'160 CHF | 99.04% | 99.04% |
08.07.2024 | 7.61% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 408'425 | 408'426 | 51'670 CHF | 55'754 CHF | 99.24% | 99.24% |
05.07.2024 | 8.10% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 432'031 | 432'031 | 51'199 CHF | 55'519 CHF | 99.39% | 99.39% |
04.07.2024 | 7.48% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 402'838 | 402'838 | 51'854 CHF | 55'883 CHF | 99.39% | 99.39% |
03.07.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 423'541 | 423'541 | 51'125 CHF | 55'361 CHF | 98.62% | 98.62% |
02.07.2024 | 7.54% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 405'416 | 405'417 | 51'783 CHF | 55'837 CHF | 99.06% | 99.06% |