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 | 3.17% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'015 | 175'015 | 54'471 CHF | 56'221 CHF | 97.14% | 97.14% |
12.07.2024 | 3.98% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 219'034 | 219'034 | 53'923 CHF | 56'113 CHF | 98.80% | 98.80% |
11.07.2024 | 3.45% | 0.23 CHF | 0.24 CHF | 200'000 | 200'000 | 180'968 | 180'968 | 51'689 CHF | 53'499 CHF | 98.23% | 98.23% |
10.07.2024 | 3.82% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'957 | 200'957 | 51'703 CHF | 53'713 CHF | 95.13% | 95.13% |
09.07.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 221'327 | 221'327 | 53'421 CHF | 55'635 CHF | 98.63% | 98.63% |
08.07.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 230'004 | 230'004 | 52'614 CHF | 54'915 CHF | 98.75% | 98.75% |
05.07.2024 | 5.29% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 290'444 | 290'444 | 53'412 CHF | 56'317 CHF | 99.17% | 99.17% |
04.07.2024 | 5.47% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'015 | 300'015 | 53'380 CHF | 56'380 CHF | 99.18% | 99.18% |
03.07.2024 | 5.90% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 315'845 | 315'845 | 51'933 CHF | 55'092 CHF | 98.42% | 98.42% |
02.07.2024 | 6.85% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 372'606 | 372'606 | 52'522 CHF | 56'248 CHF | 98.87% | 98.87% |