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 | 6.31% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 338'907 | 338'906 | 51'990 CHF | 55'379 CHF | 100.00% | 100.00% |
12.07.2024 | 6.78% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 366'362 | 366'356 | 52'175 CHF | 55'838 CHF | 98.45% | 98.45% |
11.07.2024 | 6.59% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 356'331 | 356'333 | 52'287 CHF | 55'850 CHF | 99.33% | 99.33% |
10.07.2024 | 6.57% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 357'350 | 357'349 | 52'582 CHF | 56'156 CHF | 99.78% | 99.78% |
09.07.2024 | 6.94% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 376'563 | 376'563 | 52'408 CHF | 56'173 CHF | 100.00% | 100.00% |
08.07.2024 | 6.47% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 351'059 | 351'056 | 52'504 CHF | 56'014 CHF | 98.98% | 98.98% |
05.07.2024 | 6.05% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 325'468 | 325'468 | 52'203 CHF | 55'457 CHF | 100.00% | 100.00% |
04.07.2024 | 6.35% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 342'510 | 342'511 | 52'200 CHF | 55'625 CHF | 98.16% | 98.16% |
03.07.2024 | 7.05% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 382'850 | 382'848 | 52'397 CHF | 56'226 CHF | 100.00% | 100.00% |
02.07.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'780 | 400'782 | 51'988 CHF | 55'996 CHF | 100.00% | 100.00% |