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 | 6.60% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 346'474 | 100'000 | 50'777 CHF | 15'679 CHF | 88.33% | 88.33% |
12.07.2024 | 6.58% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 346'315 | 100'000 | 50'881 CHF | 15'717 CHF | 97.14% | 97.14% |
11.07.2024 | 7.37% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 388'813 | 100'000 | 50'796 CHF | 14'068 CHF | 98.95% | 98.95% |
10.07.2024 | 7.60% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 400'019 | 100'000 | 50'603 CHF | 13'667 CHF | 98.75% | 98.75% |
09.07.2024 | 7.29% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 383'200 | 100'000 | 50'632 CHF | 14'227 CHF | 100.00% | 100.00% |
08.07.2024 | 7.15% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 374'921 | 100'000 | 50'549 CHF | 14'503 CHF | 98.75% | 98.75% |
05.07.2024 | 6.71% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 352'561 | 100'000 | 50'764 CHF | 15'430 CHF | 98.35% | 98.35% |
04.07.2024 | 6.94% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 362'936 | 100'000 | 50'443 CHF | 14'908 CHF | 100.00% | 100.00% |
03.07.2024 | 7.16% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 375'491 | 100'000 | 50'555 CHF | 14'484 CHF | 98.93% | 98.93% |
02.07.2024 | 7.85% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 412'507 | 100'000 | 50'475 CHF | 13'250 CHF | 98.91% | 98.91% |