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 | 7.31% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 395'431 | 395'431 | 52'108 CHF | 56'062 CHF | 99.05% | 99.05% |
12.07.2024 | 6.55% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 355'981 | 355'981 | 52'591 CHF | 56'151 CHF | 98.80% | 98.80% |
11.07.2024 | 7.61% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 406'020 | 406'020 | 51'403 CHF | 55'463 CHF | 97.42% | 97.42% |
10.07.2024 | 6.96% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 377'783 | 377'783 | 52'377 CHF | 56'154 CHF | 95.14% | 95.14% |
09.07.2024 | 6.81% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 370'099 | 370'099 | 52'520 CHF | 56'221 CHF | 98.67% | 98.67% |
08.07.2024 | 7.31% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 393'331 | 393'330 | 51'856 CHF | 55'789 CHF | 98.59% | 98.59% |
05.07.2024 | 6.80% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 369'088 | 369'088 | 52'417 CHF | 56'108 CHF | 99.17% | 99.17% |
04.07.2024 | 6.67% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 360'401 | 360'401 | 52'241 CHF | 55'845 CHF | 99.18% | 99.18% |
03.07.2024 | 5.78% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 302'843 | 302'843 | 50'904 CHF | 53'933 CHF | 98.44% | 98.44% |
02.07.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 274'279 | 274'279 | 51'935 CHF | 54'677 CHF | 98.85% | 98.85% |