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 | 6.90% | 0.14 CHF | 0.15 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 98'000 CHF | 105'000 CHF | 99.44% | 99.50% |
12.07.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 98'000 CHF | 105'000 CHF | 99.50% | 99.50% |
11.07.2024 | 6.52% | 0.14 CHF | 0.15 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 89'039 CHF | 95'039 CHF | 99.54% | 99.54% |
10.07.2024 | 6.29% | 0.15 CHF | 0.16 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 92'555 CHF | 98'555 CHF | 99.55% | 99.55% |
09.07.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 105'000 CHF | 112'000 CHF | 99.57% | 99.57% |
08.07.2024 | 6.46% | 0.15 CHF | 0.16 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 104'928 CHF | 111'928 CHF | 99.49% | 99.49% |
05.07.2024 | 6.81% | 0.15 CHF | 0.16 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 99'355 CHF | 106'355 CHF | 99.50% | 99.50% |
04.07.2024 | 6.82% | 0.14 CHF | 0.15 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 84'979 CHF | 90'979 CHF | 99.53% | 99.59% |
03.07.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 90'000 CHF | 96'000 CHF | 99.52% | 99.52% |
02.07.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 95'651 CHF | 101'651 CHF | 99.51% | 99.51% |