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 | 6.02% | 0.16 CHF | 0.17 CHF | 290'726 | 50'000 | 275'668 | 50'000 | 44'487 CHF | 8'571 CHF | 81.98% | 81.98% |
12.07.2024 | 6.13% | 0.15 CHF | 0.16 CHF | 285'731 | 50'000 | 279'568 | 50'000 | 44'204 CHF | 8'408 CHF | 91.40% | 91.40% |
11.07.2024 | 6.12% | 0.15 CHF | 0.16 CHF | 282'215 | 50'000 | 282'627 | 50'000 | 44'799 CHF | 8'426 CHF | 98.67% | 98.67% |
10.07.2024 | 6.84% | 0.15 CHF | 0.16 CHF | 302'757 | 50'000 | 311'776 | 50'000 | 44'030 CHF | 7'563 CHF | 99.41% | 99.41% |
09.07.2024 | 6.98% | 0.13 CHF | 0.14 CHF | 319'286 | 50'000 | 308'276 | 50'000 | 42'666 CHF | 7'423 CHF | 87.05% | 87.05% |
08.07.2024 | 6.95% | 0.13 CHF | 0.14 CHF | 317'299 | 50'000 | 319'636 | 50'000 | 44'425 CHF | 7'449 CHF | 88.03% | 88.03% |
05.07.2024 | 7.18% | 0.13 CHF | 0.14 CHF | 322'292 | 50'000 | 319'186 | 50'000 | 42'927 CHF | 7'225 CHF | 97.09% | 97.09% |
04.07.2024 | 7.17% | 0.14 CHF | 0.15 CHF | 322'639 | 50'000 | 327'558 | 50'000 | 44'132 CHF | 7'241 CHF | 98.24% | 98.24% |
03.07.2024 | 8.19% | 0.12 CHF | 0.13 CHF | 356'319 | 50'000 | 356'747 | 50'000 | 41'849 CHF | 6'366 CHF | 99.65% | 99.65% |
02.07.2024 | 8.94% | 0.12 CHF | 0.13 CHF | 355'985 | 50'000 | 378'222 | 50'000 | 40'489 CHF | 5'857 CHF | 98.10% | 98.10% |