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 | 5.91% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 311'186 | 50'000 | 51'085 CHF | 8'720 CHF | 98.72% | 98.72% |
12.07.2024 | 6.25% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 329'291 | 50'000 | 51'051 CHF | 8'267 CHF | 99.38% | 99.38% |
11.07.2024 | 6.75% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 352'172 | 75'000 | 50'450 CHF | 11'504 CHF | 99.16% | 99.16% |
10.07.2024 | 7.43% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 389'399 | 75'000 | 50'440 CHF | 10'468 CHF | 54.53% | 54.53% |
09.07.2024 | 6.67% | 0.13 CHF | 0.14 CHF | 383'128 | 75'000 | 349'776 | 75'000 | 50'707 CHF | 11'634 CHF | 100.00% | 100.00% |
08.07.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 340'000 | 50'000 | 338'199 | 50'000 | 51'018 CHF | 8'045 CHF | 100.00% | 100.00% |
05.07.2024 | 5.54% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 288'031 | 50'000 | 50'571 CHF | 9'299 CHF | 99.62% | 99.62% |
04.07.2024 | 6.09% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 321'378 | 50'000 | 51'173 CHF | 8'465 CHF | 100.00% | 100.00% |
03.07.2024 | 6.48% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 341'008 | 75'000 | 50'915 CHF | 11'961 CHF | 99.73% | 99.73% |
02.07.2024 | 7.11% | 0.14 CHF | 0.15 CHF | 360'000 | 50'000 | 371'339 | 50'000 | 50'336 CHF | 7'286 CHF | 58.09% | 58.09% |