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 | 6.40% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 347'136 | 347'136 | 52'543 CHF | 56'015 CHF | 100.00% | 100.00% |
12.07.2024 | 6.55% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 353'766 | 353'766 | 52'263 CHF | 55'800 CHF | 99.69% | 99.69% |
11.07.2024 | 6.46% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 349'026 | 349'026 | 52'275 CHF | 55'765 CHF | 98.77% | 98.77% |
10.07.2024 | 6.27% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 338'345 | 338'345 | 52'250 CHF | 55'634 CHF | 96.07% | 96.07% |
09.07.2024 | 5.91% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 313'220 | 313'220 | 51'425 CHF | 54'557 CHF | 99.67% | 99.67% |
08.07.2024 | 5.26% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 286'424 | 286'424 | 52'965 CHF | 55'829 CHF | 99.85% | 99.85% |
05.07.2024 | 4.95% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 256'197 | 256'196 | 50'490 CHF | 53'052 CHF | 100.00% | 100.00% |
04.07.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 298'600 | 298'600 | 53'890 CHF | 56'876 CHF | 100.00% | 100.00% |
03.07.2024 | 5.45% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 44'671 CHF | 47'171 CHF | 99.25% | 99.25% |
02.07.2024 | 6.59% | 0.15 CHF | 0.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 36'740 CHF | 39'240 CHF | 99.66% | 99.66% |