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 | 6.54% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 354'575 | 354'574 | 52'477 CHF | 56'023 CHF | 99.05% | 99.05% |
12.07.2024 | 6.94% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 376'122 | 376'122 | 52'299 CHF | 56'060 CHF | 98.84% | 98.84% |
11.07.2024 | 6.53% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 348'876 | 348'876 | 51'652 CHF | 55'141 CHF | 94.77% | 94.77% |
10.07.2024 | 6.85% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 367'518 | 367'518 | 51'847 CHF | 55'522 CHF | 95.11% | 95.11% |
09.07.2024 | 6.00% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 314'046 | 314'046 | 50'661 CHF | 53'801 CHF | 98.63% | 98.63% |
08.07.2024 | 5.18% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 279'378 | 279'378 | 52'542 CHF | 55'336 CHF | 98.59% | 98.59% |
05.07.2024 | 5.18% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 280'693 | 280'693 | 52'710 CHF | 55'517 CHF | 99.17% | 99.17% |
04.07.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 54'000 CHF | 57'000 CHF | 99.18% | 99.18% |
03.07.2024 | 5.66% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 301'260 | 301'260 | 51'750 CHF | 54'762 CHF | 98.44% | 98.44% |
02.07.2024 | 5.99% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 319'962 | 319'962 | 51'830 CHF | 55'030 CHF | 98.86% | 98.86% |