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 | 4.59% | 0.21 CHF | 0.22 CHF | 285'000 | 285'000 | 283'702 | 283'702 | 60'385 CHF | 63'222 CHF | 100.00% | 100.00% |
12.07.2024 | 4.15% | 0.25 CHF | 0.26 CHF | 280'000 | 280'000 | 278'814 | 278'814 | 65'892 CHF | 68'680 CHF | 100.00% | 100.00% |
11.07.2024 | 4.58% | 0.23 CHF | 0.24 CHF | 280'000 | 280'000 | 283'276 | 283'276 | 60'594 CHF | 63'428 CHF | 100.00% | 100.00% |
10.07.2024 | 5.62% | 0.21 CHF | 0.22 CHF | 285'000 | 285'000 | 289'757 | 289'757 | 50'636 CHF | 53'533 CHF | 100.00% | 100.00% |
09.07.2024 | 5.97% | 0.16 CHF | 0.17 CHF | 295'000 | 295'000 | 292'208 | 292'208 | 47'566 CHF | 50'488 CHF | 100.00% | 100.00% |
08.07.2024 | 6.01% | 0.16 CHF | 0.17 CHF | 295'000 | 295'000 | 293'664 | 293'664 | 47'464 CHF | 50'401 CHF | 99.92% | 99.92% |
05.07.2024 | 5.48% | 0.16 CHF | 0.17 CHF | 295'000 | 295'000 | 289'673 | 289'673 | 51'527 CHF | 54'423 CHF | 99.69% | 99.69% |
04.07.2024 | 5.63% | 0.18 CHF | 0.19 CHF | 290'000 | 290'000 | 289'725 | 289'725 | 50'099 CHF | 52'996 CHF | 99.43% | 99.43% |
03.07.2024 | 5.23% | 0.19 CHF | 0.20 CHF | 290'000 | 290'000 | 288'794 | 288'794 | 53'772 CHF | 56'660 CHF | 99.11% | 99.11% |
02.07.2024 | 6.03% | 0.17 CHF | 0.18 CHF | 295'000 | 295'000 | 293'676 | 293'676 | 47'294 CHF | 50'231 CHF | 100.00% | 100.00% |