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 | 5.24% | 0.18 CHF | 0.19 CHF | 332'600 | 332'600 | 332'600 | 332'600 | 61'881 CHF | 65'207 CHF | 100.00% | 100.00% |
12.07.2024 | 5.35% | 0.19 CHF | 0.20 CHF | 354'900 | 354'900 | 354'900 | 354'900 | 64'559 CHF | 68'108 CHF | 100.00% | 100.00% |
11.07.2024 | 5.66% | 0.18 CHF | 0.19 CHF | 371'800 | 371'800 | 371'800 | 371'800 | 63'850 CHF | 67'568 CHF | 100.00% | 100.00% |
10.07.2024 | 6.36% | 0.16 CHF | 0.17 CHF | 413'200 | 413'200 | 413'200 | 413'200 | 62'908 CHF | 67'040 CHF | 100.00% | 100.00% |
09.07.2024 | 6.82% | 0.14 CHF | 0.16 CHF | 391'800 | 391'800 | 393'852 | 393'852 | 55'891 CHF | 59'834 CHF | 100.00% | 100.00% |
08.07.2024 | 6.26% | 0.16 CHF | 0.17 CHF | 400'400 | 400'400 | 400'704 | 400'704 | 62'043 CHF | 66'050 CHF | 99.99% | 99.99% |
05.07.2024 | 6.33% | 0.15 CHF | 0.16 CHF | 389'900 | 389'900 | 389'900 | 389'900 | 59'689 CHF | 63'588 CHF | 100.00% | 100.00% |
04.07.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 391'800 | 391'800 | 391'800 | 391'800 | 62'491 CHF | 66'409 CHF | 100.00% | 100.00% |
03.07.2024 | 6.59% | 0.16 CHF | 0.17 CHF | 423'800 | 423'800 | 425'241 | 425'241 | 62'488 CHF | 66'740 CHF | 100.00% | 100.00% |
02.07.2024 | 7.60% | 0.14 CHF | 0.14 CHF | 447'200 | 447'200 | 447'200 | 447'200 | 56'703 CHF | 61'175 CHF | 100.00% | 100.00% |