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 | 6.06% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 320'022 | 50'000 | 51'200 CHF | 8'499 CHF | 92.20% | 92.20% |
12.07.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 320'184 | 50'000 | 51'152 CHF | 8'488 CHF | 75.98% | 75.98% |
11.07.2024 | 6.07% | 0.17 CHF | 0.18 CHF | 320'000 | 50'000 | 318'603 | 50'000 | 50'902 CHF | 8'489 CHF | 78.23% | 78.23% |
10.07.2024 | 6.82% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 282'843 | 46'862 | 45'245 CHF | 7'970 CHF | 94.02% | 94.02% |
09.07.2024 | 5.73% | 0.16 CHF | 0.17 CHF | 315'697 | 50'000 | 300'766 | 50'000 | 50'978 CHF | 8'976 CHF | 97.57% | 97.57% |
08.07.2024 | 6.02% | 0.16 CHF | 0.17 CHF | 313'254 | 50'000 | 311'581 | 50'000 | 50'232 CHF | 8'563 CHF | 96.74% | 96.74% |
05.07.2024 | 5.60% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 292'554 | 50'000 | 50'777 CHF | 9'186 CHF | 98.98% | 98.98% |
04.07.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 280'000 | 50'000 | 50'400 CHF | 9'500 CHF | 100.00% | 100.00% |
03.07.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 51'000 CHF | 9'000 CHF | 96.04% | 96.04% |
02.07.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 303'301 | 50'000 | 51'033 CHF | 8'917 CHF | 97.90% | 97.90% |