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 | 7.42% | 0.13 CHF | 0.14 CHF | 470'000 | 470'000 | 470'000 | 470'000 | 61'039 CHF | 65'739 CHF | 100.00% | 100.00% |
12.07.2024 | 7.04% | 0.13 CHF | 0.14 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 61'776 CHF | 66'276 CHF | 99.93% | 99.93% |
11.07.2024 | 6.66% | 0.13 CHF | 0.14 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 61'718 CHF | 65'918 CHF | 99.02% | 99.02% |
10.07.2024 | 6.31% | 0.16 CHF | 0.17 CHF | 440'000 | 440'000 | 440'000 | 440'000 | 67'559 CHF | 71'959 CHF | 100.00% | 100.00% |
09.07.2024 | 6.37% | 0.15 CHF | 0.16 CHF | 450'000 | 450'000 | 448'379 | 448'379 | 68'626 CHF | 73'126 CHF | 100.00% | 100.00% |
08.07.2024 | 6.83% | 0.15 CHF | 0.16 CHF | 470'000 | 470'000 | 469'201 | 469'201 | 66'558 CHF | 71'258 CHF | 100.00% | 100.00% |
05.07.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 430'000 | 430'000 | 430'000 | 430'000 | 69'248 CHF | 73'548 CHF | 99.81% | 99.81% |
04.07.2024 | 5.53% | 0.17 CHF | 0.18 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 73'913 CHF | 78'113 CHF | 100.00% | 100.00% |
03.07.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 77'841 CHF | 81'941 CHF | 99.95% | 99.95% |
02.07.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 85'309 CHF | 89'509 CHF | 99.99% | 99.99% |