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 | 6.71% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 363'481 | 363'481 | 52'351 CHF | 55'986 CHF | 100.00% | 100.00% |
12.07.2024 | 7.35% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 394'919 | 394'919 | 51'831 CHF | 55'781 CHF | 99.68% | 99.68% |
11.07.2024 | 7.77% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 413'418 | 413'418 | 51'142 CHF | 55'277 CHF | 91.43% | 91.43% |
10.07.2024 | 7.73% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 413'279 | 413'279 | 51'447 CHF | 55'580 CHF | 96.08% | 96.08% |
09.07.2024 | 7.71% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 412'810 | 412'810 | 51'465 CHF | 55'593 CHF | 99.67% | 99.67% |
08.07.2024 | 8.49% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 457'478 | 457'478 | 51'606 CHF | 56'181 CHF | 99.84% | 99.84% |
05.07.2024 | 7.88% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 418'493 | 418'493 | 50'999 CHF | 55'184 CHF | 100.00% | 100.00% |
04.07.2024 | 7.22% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 390'425 | 390'425 | 52'104 CHF | 56'009 CHF | 100.00% | 100.00% |
03.07.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 347'798 | 347'798 | 52'403 CHF | 55'881 CHF | 99.23% | 99.23% |
02.07.2024 | 5.52% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'896 CHF | 55'896 CHF | 99.66% | 99.66% |