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 | 5.90% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 313'200 | 313'200 | 51'501 CHF | 54'633 CHF | 99.38% | 99.38% |
12.07.2024 | 5.68% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 301'317 | 301'317 | 51'522 CHF | 54'536 CHF | 99.04% | 99.04% |
11.07.2024 | 6.16% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 333'745 | 333'745 | 52'537 CHF | 55'875 CHF | 97.81% | 97.81% |
10.07.2024 | 6.79% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 369'330 | 369'330 | 52'540 CHF | 56'234 CHF | 95.47% | 95.47% |
09.07.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 421'582 | 421'582 | 50'857 CHF | 55'073 CHF | 99.03% | 99.03% |
08.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 423'577 | 423'577 | 50'829 CHF | 55'065 CHF | 99.22% | 99.22% |
05.07.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 424'906 | 424'906 | 51'078 CHF | 55'327 CHF | 99.38% | 99.38% |
04.07.2024 | 8.53% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 461'888 | 461'888 | 51'811 CHF | 56'430 CHF | 99.39% | 99.39% |
03.07.2024 | 9.40% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 496'210 | 496'210 | 50'351 CHF | 55'313 CHF | 98.63% | 98.63% |
02.07.2024 | 9.35% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'151 | 495'151 | 50'548 CHF | 55'500 CHF | 99.04% | 99.04% |