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 | 6.97% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 377'985 | 377'985 | 52'332 CHF | 56'112 CHF | 100.00% | 100.00% |
12.07.2024 | 6.60% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 357'838 | 357'838 | 52'469 CHF | 56'048 CHF | 99.68% | 99.68% |
11.07.2024 | 6.80% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 369'321 | 369'321 | 52'460 CHF | 56'154 CHF | 68.74% | 68.74% |
10.07.2024 | 7.06% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 383'402 | 383'402 | 52'390 CHF | 56'224 CHF | 96.08% | 96.08% |
09.07.2024 | 7.17% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 388'058 | 388'058 | 52'195 CHF | 56'075 CHF | 99.66% | 99.66% |
08.07.2024 | 6.25% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 336'443 | 336'443 | 52'141 CHF | 55'505 CHF | 99.85% | 99.85% |
05.07.2024 | 6.19% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 332'411 | 332'411 | 52'042 CHF | 55'366 CHF | 100.00% | 100.00% |
04.07.2024 | 5.99% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 319'899 | 319'899 | 51'823 CHF | 55'022 CHF | 100.00% | 100.00% |
03.07.2024 | 6.19% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 333'729 | 333'729 | 52'233 CHF | 55'571 CHF | 99.25% | 99.25% |
02.07.2024 | 6.83% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 371'480 | 371'480 | 52'514 CHF | 56'229 CHF | 99.66% | 99.66% |