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 | 6.07% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 325'261 | 325'261 | 51'995 CHF | 55'247 CHF | 99.39% | 99.39% |
12.07.2024 | 6.14% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 330'297 | 330'297 | 52'131 CHF | 55'433 CHF | 99.08% | 99.08% |
11.07.2024 | 6.41% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 347'709 | 347'709 | 52'504 CHF | 55'981 CHF | 68.11% | 68.11% |
10.07.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 347'651 | 347'651 | 52'429 CHF | 55'906 CHF | 95.47% | 95.47% |
09.07.2024 | 6.58% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 356'987 | 356'987 | 52'417 CHF | 55'987 CHF | 99.06% | 99.06% |
08.07.2024 | 6.73% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 365'859 | 365'859 | 52'548 CHF | 56'207 CHF | 99.23% | 99.23% |
05.07.2024 | 7.04% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 382'187 | 382'187 | 52'386 CHF | 56'208 CHF | 99.39% | 99.39% |
04.07.2024 | 6.73% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 365'147 | 365'147 | 52'473 CHF | 56'125 CHF | 99.39% | 99.39% |
03.07.2024 | 5.79% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 304'910 | 304'910 | 51'133 CHF | 54'182 CHF | 98.63% | 98.63% |
02.07.2024 | 5.84% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 308'901 | 308'901 | 51'368 CHF | 54'457 CHF | 99.06% | 99.06% |