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 | 6.11% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 326'187 | 326'187 | 51'703 CHF | 54'965 CHF | 100.00% | 100.00% |
12.07.2024 | 5.11% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 274'055 | 274'055 | 52'277 CHF | 55'017 CHF | 99.68% | 99.68% |
11.07.2024 | 6.08% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 326'840 | 326'840 | 52'136 CHF | 55'405 CHF | 71.49% | 71.49% |
10.07.2024 | 6.58% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 356'499 | 356'499 | 52'410 CHF | 55'975 CHF | 96.07% | 96.07% |
09.07.2024 | 6.55% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 354'183 | 354'183 | 52'285 CHF | 55'827 CHF | 99.65% | 99.65% |
08.07.2024 | 5.99% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 322'042 | 322'042 | 52'207 CHF | 55'427 CHF | 99.83% | 99.83% |
05.07.2024 | 5.10% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 271'344 | 271'344 | 51'812 CHF | 54'525 CHF | 100.00% | 100.00% |
04.07.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'057 CHF | 56'057 CHF | 100.00% | 100.00% |
03.07.2024 | 5.63% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'361 | 300'361 | 51'923 CHF | 54'927 CHF | 99.23% | 99.23% |
02.07.2024 | 5.62% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 301'563 | 301'563 | 52'152 CHF | 55'168 CHF | 99.66% | 99.66% |