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 | 5.20% | 0.18 CHF | 0.19 CHF | 661'800 | 661'800 | 660'003 | 660'003 | 123'765 CHF | 130'365 CHF | 100.00% | 100.00% |
12.07.2024 | 5.52% | 0.21 CHF | 0.22 CHF | 793'600 | 793'600 | 802'131 | 802'131 | 141'620 CHF | 149'642 CHF | 100.00% | 100.00% |
11.07.2024 | 6.33% | 0.17 CHF | 0.18 CHF | 902'300 | 902'300 | 898'176 | 898'176 | 137'423 CHF | 146'404 CHF | 100.00% | 100.00% |
10.07.2024 | 7.04% | 0.15 CHF | 0.16 CHF | 1'013'300 | 1'013'300 | 1'023'090 | 1'023'090 | 140'363 CHF | 150'594 CHF | 100.00% | 100.00% |
09.07.2024 | 6.97% | 0.13 CHF | 0.14 CHF | 882'200 | 882'200 | 860'343 | 860'343 | 119'868 CHF | 128'481 CHF | 99.73% | 99.73% |
08.07.2024 | 6.00% | 0.16 CHF | 0.17 CHF | 852'000 | 852'000 | 848'462 | 848'462 | 137'222 CHF | 145'707 CHF | 99.31% | 99.31% |
05.07.2024 | 5.66% | 0.16 CHF | 0.17 CHF | 843'800 | 843'800 | 829'013 | 829'013 | 142'579 CHF | 150'869 CHF | 100.00% | 100.00% |
04.07.2024 | 6.18% | 0.16 CHF | 0.17 CHF | 862'500 | 862'500 | 858'928 | 858'928 | 134'709 CHF | 143'298 CHF | 99.57% | 99.57% |
03.07.2024 | 6.49% | 0.16 CHF | 0.17 CHF | 927'300 | 927'300 | 929'416 | 929'416 | 138'687 CHF | 147'981 CHF | 100.00% | 100.00% |
02.07.2024 | 6.77% | 0.14 CHF | 0.15 CHF | 856'400 | 856'400 | 852'868 | 852'868 | 121'881 CHF | 130'409 CHF | 100.00% | 100.00% |