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 | 7.35% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 397'743 | 397'743 | 52'115 CHF | 56'093 CHF | 99.05% | 99.05% |
12.07.2024 | 7.62% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 407'922 | 407'922 | 51'513 CHF | 55'592 CHF | 98.80% | 98.80% |
11.07.2024 | 7.35% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 396'173 | 396'171 | 51'916 CHF | 55'878 CHF | 97.72% | 97.72% |
10.07.2024 | 7.66% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 412'578 | 412'578 | 51'769 CHF | 55'895 CHF | 95.11% | 95.11% |
09.07.2024 | 6.64% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 358'689 | 358'689 | 52'238 CHF | 55'825 CHF | 98.61% | 98.61% |
08.07.2024 | 6.02% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 322'155 | 322'155 | 51'871 CHF | 55'092 CHF | 98.58% | 98.58% |
05.07.2024 | 5.93% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 319'525 | 319'525 | 52'360 CHF | 55'555 CHF | 99.17% | 99.17% |
04.07.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 325'000 | 325'000 | 52'000 CHF | 55'250 CHF | 99.18% | 99.18% |
03.07.2024 | 6.37% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 345'533 | 345'533 | 52'544 CHF | 56'000 CHF | 98.44% | 98.44% |
02.07.2024 | 6.60% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 358'321 | 358'322 | 52'468 CHF | 56'051 CHF | 98.84% | 98.84% |