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 | 7.71% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 413'165 | 413'165 | 51'521 CHF | 55'653 CHF | 100.00% | 100.00% |
12.07.2024 | 7.51% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 402'833 | 402'833 | 51'695 CHF | 55'723 CHF | 99.67% | 99.67% |
11.07.2024 | 6.66% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 361'290 | 361'290 | 52'456 CHF | 56'069 CHF | 83.34% | 83.34% |
10.07.2024 | 6.21% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 334'666 | 334'666 | 52'200 CHF | 55'547 CHF | 96.09% | 96.09% |
09.07.2024 | 6.04% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 325'200 | 325'200 | 52'275 CHF | 55'527 CHF | 99.67% | 99.67% |
08.07.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 349'961 | 349'961 | 52'540 CHF | 56'040 CHF | 99.84% | 99.84% |
05.07.2024 | 6.61% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 358'652 | 358'652 | 52'453 CHF | 56'039 CHF | 100.00% | 100.00% |
04.07.2024 | 6.47% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'526 | 350'526 | 52'465 CHF | 55'971 CHF | 100.00% | 100.00% |
03.07.2024 | 6.24% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 335'680 | 335'680 | 52'082 CHF | 55'439 CHF | 99.23% | 99.23% |
02.07.2024 | 5.25% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 285'701 | 285'701 | 53'003 CHF | 55'860 CHF | 99.67% | 99.67% |