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 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 52'485 CHF | 55'985 CHF | 99.81% | 99.81% |
12.07.2024 | 6.80% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 369'395 | 369'395 | 52'488 CHF | 56'182 CHF | 99.76% | 99.76% |
11.07.2024 | 7.64% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 408'763 | 408'763 | 51'528 CHF | 55'616 CHF | 100.00% | 100.00% |
10.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 51'000 CHF | 55'250 CHF | 94.51% | 94.51% |
09.07.2024 | 7.72% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 412'957 | 412'957 | 51'452 CHF | 55'582 CHF | 99.48% | 99.48% |
08.07.2024 | 7.69% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 412'070 | 412'071 | 51'538 CHF | 55'659 CHF | 99.81% | 99.81% |
05.07.2024 | 7.06% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 382'964 | 382'964 | 52'316 CHF | 56'145 CHF | 99.81% | 99.81% |
04.07.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 375'258 | 375'258 | 52'487 CHF | 56'240 CHF | 99.81% | 99.81% |
03.07.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 52'500 CHF | 56'250 CHF | 99.14% | 99.14% |
02.07.2024 | 6.88% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 373'686 | 373'686 | 52'473 CHF | 56'210 CHF | 99.42% | 99.42% |