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 | 5.98% | 0.17 CHF | 0.18 CHF | 767'300 | 767'300 | 761'424 | 761'424 | 123'616 CHF | 131'230 CHF | 100.00% | 100.00% |
12.07.2024 | 6.00% | 0.17 CHF | 0.18 CHF | 778'600 | 778'600 | 780'448 | 780'448 | 126'166 CHF | 133'970 CHF | 100.00% | 100.00% |
11.07.2024 | 5.86% | 0.16 CHF | 0.17 CHF | 699'400 | 699'400 | 704'671 | 704'671 | 116'819 CHF | 123'865 CHF | 100.00% | 100.00% |
10.07.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 676'200 | 676'200 | 680'776 | 680'776 | 122'585 CHF | 129'393 CHF | 100.00% | 100.00% |
09.07.2024 | 5.65% | 0.18 CHF | 0.19 CHF | 669'600 | 669'600 | 659'867 | 659'867 | 113'738 CHF | 120'344 CHF | 99.73% | 99.73% |
08.07.2024 | 5.29% | 0.19 CHF | 0.20 CHF | 667'100 | 667'100 | 667'536 | 667'536 | 122'954 CHF | 129'630 CHF | 99.31% | 99.31% |
05.07.2024 | 5.26% | 0.19 CHF | 0.20 CHF | 644'600 | 644'600 | 645'900 | 645'900 | 119'629 CHF | 126'088 CHF | 99.99% | 99.99% |
04.07.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 638'800 | 638'800 | 637'188 | 637'188 | 120'324 CHF | 126'696 CHF | 99.63% | 99.63% |
03.07.2024 | 5.08% | 0.20 CHF | 0.21 CHF | 572'000 | 572'000 | 572'936 | 572'936 | 109'973 CHF | 115'703 CHF | 100.00% | 100.00% |
02.07.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 600'700 | 600'700 | 604'752 | 604'752 | 135'039 CHF | 141'086 CHF | 99.98% | 99.98% |