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 | 6.14% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 330'711 | 330'711 | 52'163 CHF | 55'470 CHF | 100.00% | 100.00% |
12.07.2024 | 7.72% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 413'013 | 413'013 | 51'449 CHF | 55'580 CHF | 99.68% | 99.68% |
11.07.2024 | 6.73% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 366'087 | 366'087 | 52'548 CHF | 56'209 CHF | 98.81% | 98.81% |
10.07.2024 | 6.01% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 321'209 | 321'209 | 51'830 CHF | 55'042 CHF | 96.10% | 96.10% |
09.07.2024 | 6.20% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 334'423 | 334'423 | 52'275 CHF | 55'619 CHF | 99.65% | 99.65% |
08.07.2024 | 6.78% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 368'559 | 368'559 | 52'501 CHF | 56'187 CHF | 99.84% | 99.84% |
05.07.2024 | 7.79% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 416'150 | 416'150 | 51'341 CHF | 55'503 CHF | 100.00% | 100.00% |
04.07.2024 | 7.29% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 394'252 | 394'252 | 52'098 CHF | 56'041 CHF | 100.00% | 100.00% |
03.07.2024 | 6.88% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 373'593 | 373'593 | 52'451 CHF | 56'187 CHF | 99.23% | 99.23% |
02.07.2024 | 6.77% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 368'468 | 368'469 | 52'573 CHF | 56'258 CHF | 99.66% | 99.66% |