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 | 4.50% | 0.21 CHF | 0.22 CHF | 313'400 | 313'400 | 312'110 | 312'110 | 67'971 CHF | 71'093 CHF | 100.00% | 100.00% |
12.07.2024 | 5.14% | 0.20 CHF | 0.21 CHF | 364'300 | 364'300 | 369'311 | 369'311 | 69'980 CHF | 73'673 CHF | 100.00% | 100.00% |
11.07.2024 | 6.21% | 0.17 CHF | 0.18 CHF | 433'700 | 433'700 | 431'910 | 431'910 | 67'528 CHF | 71'847 CHF | 99.83% | 99.83% |
10.07.2024 | 7.00% | 0.15 CHF | 0.16 CHF | 504'700 | 504'700 | 511'946 | 511'946 | 70'628 CHF | 75'747 CHF | 100.00% | 100.00% |
09.07.2024 | 7.28% | 0.13 CHF | 0.14 CHF | 480'100 | 480'100 | 476'086 | 476'086 | 63'102 CHF | 67'863 CHF | 99.74% | 99.74% |
08.07.2024 | 6.58% | 0.14 CHF | 0.15 CHF | 436'900 | 436'900 | 435'455 | 435'455 | 64'047 CHF | 68'402 CHF | 100.00% | 100.00% |
05.07.2024 | 6.40% | 0.14 CHF | 0.16 CHF | 447'600 | 447'600 | 445'751 | 445'751 | 67'494 CHF | 71'951 CHF | 99.81% | 99.81% |
04.07.2024 | 7.25% | 0.14 CHF | 0.15 CHF | 467'200 | 467'200 | 484'880 | 484'880 | 64'463 CHF | 69'312 CHF | 100.00% | 100.00% |
03.07.2024 | 7.20% | 0.14 CHF | 0.14 CHF | 520'000 | 520'000 | 511'303 | 511'303 | 68'496 CHF | 73'609 CHF | 100.00% | 100.00% |
02.07.2024 | 8.43% | 0.12 CHF | 0.13 CHF | 460'600 | 460'600 | 459'130 | 459'130 | 52'572 CHF | 57'163 CHF | 99.42% | 99.42% |