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 | 6.06% | 0.15 CHF | 0.16 CHF | 459'700 | 459'700 | 450'080 | 450'080 | 71'997 CHF | 76'498 CHF | 99.97% | 99.97% |
12.07.2024 | 5.85% | 0.17 CHF | 0.18 CHF | 456'900 | 456'900 | 459'771 | 459'771 | 76'369 CHF | 80'967 CHF | 100.00% | 100.00% |
11.07.2024 | 6.09% | 0.17 CHF | 0.18 CHF | 470'900 | 470'900 | 473'885 | 473'885 | 75'512 CHF | 80'251 CHF | 100.00% | 100.00% |
10.07.2024 | 6.20% | 0.16 CHF | 0.17 CHF | 494'500 | 494'500 | 494'150 | 494'150 | 77'206 CHF | 82'148 CHF | 100.00% | 100.00% |
09.07.2024 | 6.50% | 0.14 CHF | 0.16 CHF | 500'500 | 500'500 | 494'537 | 494'537 | 73'670 CHF | 78'616 CHF | 100.00% | 100.00% |
08.07.2024 | 6.23% | 0.16 CHF | 0.17 CHF | 483'000 | 483'000 | 479'743 | 479'743 | 74'576 CHF | 79'373 CHF | 100.00% | 100.00% |
05.07.2024 | 6.13% | 0.16 CHF | 0.17 CHF | 495'200 | 495'200 | 488'473 | 488'473 | 77'300 CHF | 82'185 CHF | 99.81% | 99.81% |
04.07.2024 | 6.36% | 0.16 CHF | 0.17 CHF | 505'000 | 505'000 | 502'737 | 502'737 | 76'497 CHF | 81'525 CHF | 99.49% | 99.49% |
03.07.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 507'200 | 507'200 | 501'115 | 501'115 | 75'296 CHF | 80'307 CHF | 100.00% | 100.00% |
02.07.2024 | 6.72% | 0.14 CHF | 0.16 CHF | 498'900 | 498'900 | 499'034 | 499'034 | 71'839 CHF | 76'830 CHF | 100.00% | 100.00% |