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 | 5.90% | 0.17 CHF | 0.18 CHF | 730'000 | 730'000 | 326'055 | 326'055 | 55'444 CHF | 58'721 CHF | 100.00% | 100.00% |
12.07.2024 | 5.09% | 0.19 CHF | 0.20 CHF | 760'000 | 760'000 | 316'744 | 316'744 | 62'110 CHF | 65'291 CHF | 99.89% | 99.89% |
11.07.2024 | 6.16% | 0.17 CHF | 0.18 CHF | 850'000 | 850'000 | 379'726 | 379'726 | 62'660 CHF | 66'474 CHF | 100.00% | 100.00% |
10.07.2024 | 7.07% | 0.15 CHF | 0.16 CHF | 860'000 | 860'000 | 384'332 | 384'332 | 55'323 CHF | 59'184 CHF | 100.00% | 100.00% |
09.07.2024 | 7.86% | 0.14 CHF | 0.15 CHF | 880'000 | 880'000 | 387'940 | 387'940 | 49'507 CHF | 53'410 CHF | 100.00% | 100.00% |
08.07.2024 | 8.23% | 0.12 CHF | 0.13 CHF | 880'000 | 880'000 | 388'210 | 388'210 | 46'284 CHF | 50'188 CHF | 100.00% | 100.00% |
05.07.2024 | 7.48% | 0.13 CHF | 0.14 CHF | 880'000 | 880'000 | 388'681 | 388'681 | 50'599 CHF | 54'505 CHF | 99.85% | 99.85% |
04.07.2024 | 6.95% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 280'880 | 280'880 | 39'051 CHF | 41'860 CHF | 100.00% | 100.00% |
03.07.2024 | 7.64% | 0.14 CHF | 0.15 CHF | 880'000 | 880'000 | 388'483 | 388'483 | 51'506 CHF | 55'408 CHF | 100.00% | 100.00% |
02.07.2024 | 8.86% | 0.12 CHF | 0.13 CHF | 880'000 | 880'000 | 389'016 | 389'016 | 43'456 CHF | 47'364 CHF | 99.99% | 99.99% |