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 | 6.06% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 325'000 | 325'000 | 51'979 CHF | 55'229 CHF | 99.38% | 99.38% |
12.07.2024 | 6.12% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 329'208 | 329'208 | 52'124 CHF | 55'416 CHF | 99.07% | 99.07% |
11.07.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 52'514 CHF | 56'014 CHF | 68.12% | 68.12% |
10.07.2024 | 6.67% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 362'573 | 362'573 | 52'569 CHF | 56'194 CHF | 95.50% | 95.50% |
09.07.2024 | 6.82% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 370'351 | 370'351 | 52'460 CHF | 56'163 CHF | 99.05% | 99.05% |
08.07.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 52'500 CHF | 56'000 CHF | 99.23% | 99.23% |
05.07.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 348'220 | 348'220 | 52'497 CHF | 55'979 CHF | 99.39% | 99.39% |
04.07.2024 | 6.81% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 369'422 | 369'422 | 52'444 CHF | 56'138 CHF | 99.39% | 99.39% |
03.07.2024 | 6.81% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 369'752 | 369'752 | 52'437 CHF | 56'135 CHF | 98.64% | 98.64% |
02.07.2024 | 6.96% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 378'089 | 378'089 | 52'412 CHF | 56'193 CHF | 99.06% | 99.06% |