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 | 7.36% | 0.13 CHF | 0.14 CHF | 752'000 | 752'000 | 333'709 | 333'709 | 43'908 CHF | 47'252 CHF | 99.99% | 99.99% |
12.07.2024 | 7.10% | 0.14 CHF | 0.15 CHF | 728'300 | 728'300 | 330'249 | 330'249 | 45'542 CHF | 48'851 CHF | 100.00% | 100.00% |
11.07.2024 | 7.50% | 0.14 CHF | 0.14 CHF | 765'800 | 765'800 | 343'668 | 343'668 | 45'390 CHF | 48'834 CHF | 99.82% | 99.82% |
10.07.2024 | 7.58% | 0.13 CHF | 0.14 CHF | 780'500 | 780'500 | 345'814 | 345'814 | 44'459 CHF | 47'923 CHF | 100.00% | 100.00% |
09.07.2024 | 7.24% | 0.14 CHF | 0.15 CHF | 736'500 | 736'500 | 333'835 | 333'835 | 45'648 CHF | 48'993 CHF | 99.73% | 99.73% |
08.07.2024 | 6.47% | 0.14 CHF | 0.14 CHF | 674'400 | 674'400 | 294'470 | 294'470 | 44'030 CHF | 46'980 CHF | 100.00% | 100.00% |
05.07.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 656'500 | 656'500 | 292'909 | 292'909 | 45'225 CHF | 48'159 CHF | 99.70% | 99.70% |
04.07.2024 | 6.25% | 0.16 CHF | 0.17 CHF | 262'600 | 262'600 | 209'532 | 209'532 | 32'480 CHF | 34'575 CHF | 99.81% | 99.81% |
03.07.2024 | 6.24% | 0.15 CHF | 0.16 CHF | 635'200 | 635'200 | 281'965 | 281'965 | 44'134 CHF | 46'959 CHF | 100.00% | 100.00% |
02.07.2024 | 6.05% | 0.16 CHF | 0.17 CHF | 604'700 | 604'700 | 271'059 | 271'059 | 43'802 CHF | 46'518 CHF | 99.99% | 99.99% |