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 | 6.27% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 338'285 | 338'285 | 52'206 CHF | 55'588 CHF | 100.00% | 100.00% |
12.07.2024 | 6.12% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 327'462 | 327'463 | 51'851 CHF | 55'126 CHF | 97.76% | 97.76% |
11.07.2024 | 6.86% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 373'457 | 373'456 | 52'593 CHF | 56'327 CHF | 99.44% | 99.44% |
10.07.2024 | 7.45% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 51'737 CHF | 55'737 CHF | 99.80% | 99.80% |
09.07.2024 | 7.15% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 386'372 | 386'374 | 52'124 CHF | 55'988 CHF | 100.00% | 100.00% |
08.07.2024 | 6.68% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 362'568 | 362'568 | 52'504 CHF | 56'130 CHF | 98.98% | 98.98% |
05.07.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 52'500 CHF | 56'000 CHF | 100.00% | 100.00% |
04.07.2024 | 6.26% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 337'743 | 337'743 | 52'280 CHF | 55'658 CHF | 98.16% | 98.16% |
03.07.2024 | 6.94% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 377'079 | 377'080 | 52'462 CHF | 56'233 CHF | 100.00% | 100.00% |
02.07.2024 | 6.76% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 367'339 | 367'339 | 52'513 CHF | 56'187 CHF | 100.00% | 100.00% |