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 | 6.58% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 356'963 | 356'963 | 52'449 CHF | 56'019 CHF | 100.00% | 100.00% |
12.07.2024 | 6.72% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 365'189 | 365'189 | 52'486 CHF | 56'138 CHF | 99.67% | 99.67% |
11.07.2024 | 7.10% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 384'939 | 384'939 | 52'340 CHF | 56'189 CHF | 95.94% | 95.94% |
10.07.2024 | 7.51% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 403'946 | 403'946 | 51'817 CHF | 55'857 CHF | 96.08% | 96.08% |
09.07.2024 | 7.55% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 405'416 | 405'416 | 51'725 CHF | 55'780 CHF | 99.65% | 99.65% |
08.07.2024 | 6.72% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 364'276 | 364'276 | 52'386 CHF | 56'029 CHF | 99.83% | 99.83% |
05.07.2024 | 6.61% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 359'023 | 359'023 | 52'548 CHF | 56'139 CHF | 100.00% | 100.00% |
04.07.2024 | 6.54% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 355'129 | 355'129 | 52'520 CHF | 56'071 CHF | 100.00% | 100.00% |
03.07.2024 | 7.22% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 391'602 | 391'602 | 52'325 CHF | 56'241 CHF | 99.24% | 99.24% |
02.07.2024 | 7.88% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 419'561 | 419'561 | 51'153 CHF | 55'348 CHF | 99.66% | 99.66% |