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 | 6.46% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'415 | 350'415 | 52'495 CHF | 55'999 CHF | 99.39% | 99.39% |
12.07.2024 | 6.00% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 320'611 | 320'611 | 51'791 CHF | 54'997 CHF | 99.08% | 99.08% |
11.07.2024 | 5.81% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 308'322 | 308'322 | 51'500 CHF | 54'583 CHF | 97.72% | 97.72% |
10.07.2024 | 6.00% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 320'114 | 320'114 | 51'718 CHF | 54'919 CHF | 95.49% | 95.49% |
09.07.2024 | 7.88% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 420'244 | 420'244 | 51'268 CHF | 55'471 CHF | 99.04% | 99.04% |
08.07.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 400'485 | 395'045 | 51'999 CHF | 55'437 CHF | 99.22% | 99.22% |
05.07.2024 | 7.06% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 384'172 | 384'173 | 52'522 CHF | 56'363 CHF | 99.39% | 99.39% |
04.07.2024 | 6.98% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 378'894 | 378'894 | 52'429 CHF | 56'218 CHF | 99.39% | 99.39% |
03.07.2024 | 6.94% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 377'316 | 377'316 | 52'517 CHF | 56'291 CHF | 98.63% | 98.63% |
02.07.2024 | 6.80% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 368'841 | 368'841 | 52'421 CHF | 56'109 CHF | 99.06% | 99.06% |