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 | 6.07% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 325'505 | 325'505 | 51'972 CHF | 55'227 CHF | 100.00% | 100.00% |
12.07.2024 | 5.79% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 305'748 | 305'748 | 51'298 CHF | 54'355 CHF | 99.67% | 99.67% |
11.07.2024 | 5.51% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 298'827 | 298'827 | 52'787 CHF | 55'775 CHF | 88.81% | 88.81% |
10.07.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 301'592 | 301'586 | 51'606 CHF | 54'621 CHF | 96.09% | 96.09% |
09.07.2024 | 6.33% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 341'251 | 341'251 | 52'195 CHF | 55'607 CHF | 99.64% | 99.64% |
08.07.2024 | 6.79% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 370'515 | 370'515 | 52'698 CHF | 56'403 CHF | 99.85% | 99.85% |
05.07.2024 | 8.95% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 483'075 | 483'075 | 51'600 CHF | 56'430 CHF | 100.00% | 100.00% |
04.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'000 CHF | 55'000 CHF | 100.00% | 100.00% |
03.07.2024 | 8.99% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 483'516 | 483'516 | 51'388 CHF | 56'223 CHF | 99.25% | 99.25% |
02.07.2024 | 8.55% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 465'432 | 465'432 | 52'098 CHF | 56'753 CHF | 99.67% | 99.67% |