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 | 8.18% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 439'581 | 439'581 | 51'540 CHF | 55'936 CHF | 100.00% | 100.00% |
12.07.2024 | 8.30% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 442'902 | 442'883 | 51'099 CHF | 55'526 CHF | 97.74% | 97.74% |
11.07.2024 | 7.17% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 385'624 | 385'629 | 51'916 CHF | 55'773 CHF | 99.15% | 99.15% |
10.07.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 52'500 CHF | 56'000 CHF | 99.76% | 99.76% |
09.07.2024 | 6.68% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 363'889 | 363'891 | 52'644 CHF | 56'283 CHF | 100.00% | 100.00% |
08.07.2024 | 6.93% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 374'750 | 374'750 | 52'223 CHF | 55'970 CHF | 98.98% | 98.98% |
05.07.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 398'810 | 398'811 | 51'984 CHF | 55'973 CHF | 100.00% | 100.00% |
04.07.2024 | 7.00% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 379'832 | 379'832 | 52'371 CHF | 56'169 CHF | 98.16% | 98.16% |
03.07.2024 | 6.35% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 343'204 | 343'205 | 52'350 CHF | 55'782 CHF | 100.00% | 100.00% |
02.07.2024 | 6.37% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 344'790 | 344'788 | 52'403 CHF | 55'851 CHF | 100.00% | 100.00% |