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 | 6.18% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 190'471 | 190'471 | 29'867 CHF | 31'772 CHF | 100.00% | 100.00% |
12.07.2024 | 6.11% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 201'603 | 201'603 | 32'017 CHF | 34'033 CHF | 100.00% | 100.00% |
11.07.2024 | 6.32% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 30'671 CHF | 32'671 CHF | 99.99% | 99.99% |
10.07.2024 | 6.25% | 0.16 CHF | 0.17 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 32'542 CHF | 34'642 CHF | 100.00% | 100.00% |
09.07.2024 | 6.78% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 199'523 | 199'523 | 28'585 CHF | 30'585 CHF | 100.00% | 100.00% |
08.07.2024 | 6.18% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 208'768 | 208'768 | 32'872 CHF | 34'963 CHF | 100.00% | 100.00% |
05.07.2024 | 6.28% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 30'843 CHF | 32'843 CHF | 99.81% | 99.81% |
04.07.2024 | 6.26% | 0.16 CHF | 0.17 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 32'491 CHF | 34'591 CHF | 99.49% | 99.49% |
03.07.2024 | 6.09% | 0.16 CHF | 0.17 CHF | 210'000 | 210'000 | 208'120 | 208'120 | 33'137 CHF | 35'218 CHF | 99.35% | 99.35% |
02.07.2024 | 6.79% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 190'936 | 190'936 | 29'745 CHF | 31'674 CHF | 100.00% | 100.00% |