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 | 5.87% | 0.17 CHF | 0.18 CHF | 635'100 | 317'550 | 619'115 | 309'557 | 102'298 CHF | 54'245 CHF | 100.00% | 100.00% |
12.07.2024 | 6.31% | 0.16 CHF | 0.17 CHF | 658'900 | 329'450 | 639'430 | 319'715 | 98'269 CHF | 52'332 CHF | 100.00% | 100.00% |
11.07.2024 | 6.54% | 0.16 CHF | 0.17 CHF | 715'800 | 357'900 | 690'124 | 345'062 | 102'286 CHF | 54'594 CHF | 100.00% | 100.00% |
10.07.2024 | 6.80% | 0.14 CHF | 0.15 CHF | 633'200 | 316'600 | 619'593 | 309'797 | 87'999 CHF | 47'097 CHF | 99.83% | 99.83% |
09.07.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 625'500 | 312'750 | 612'616 | 306'308 | 98'186 CHF | 52'156 CHF | 99.99% | 99.99% |
08.07.2024 | 6.21% | 0.16 CHF | 0.17 CHF | 624'800 | 312'400 | 606'734 | 303'367 | 94'778 CHF | 50'423 CHF | 99.68% | 99.68% |
05.07.2024 | 6.05% | 0.16 CHF | 0.17 CHF | 612'600 | 306'300 | 596'192 | 298'096 | 95'623 CHF | 50'792 CHF | 99.64% | 99.64% |
04.07.2024 | 5.87% | 0.17 CHF | 0.18 CHF | 580'500 | 290'250 | 566'363 | 283'182 | 93'617 CHF | 49'640 CHF | 100.00% | 100.00% |
03.07.2024 | 5.66% | 0.17 CHF | 0.18 CHF | 576'000 | 288'000 | 563'886 | 281'943 | 96'819 CHF | 51'229 CHF | 100.00% | 100.00% |
02.07.2024 | 5.83% | 0.17 CHF | 0.18 CHF | 634'800 | 317'400 | 614'243 | 307'121 | 102'348 CHF | 54'245 CHF | 100.00% | 100.00% |