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 | 6.47% | 0.16 CHF | 0.17 CHF | 370'000 | 370'000 | 119'845 | 119'845 | 18'578 CHF | 19'782 CHF | 98.87% | 98.87% |
12.07.2024 | 6.29% | 0.16 CHF | 0.17 CHF | 370'000 | 370'000 | 118'851 | 118'851 | 19'053 CHF | 20'247 CHF | 100.00% | 100.00% |
11.07.2024 | 5.30% | 0.18 CHF | 0.19 CHF | 360'000 | 360'000 | 116'202 | 116'202 | 22'447 CHF | 23'625 CHF | 99.97% | 99.97% |
10.07.2024 | 4.95% | 0.19 CHF | 0.20 CHF | 360'000 | 360'000 | 117'264 | 117'264 | 23'392 CHF | 24'570 CHF | 99.90% | 99.90% |
09.07.2024 | 4.88% | 0.23 CHF | 0.24 CHF | 350'000 | 350'000 | 115'001 | 115'001 | 25'036 CHF | 26'193 CHF | 99.98% | 99.98% |
08.07.2024 | 4.98% | 0.20 CHF | 0.21 CHF | 360'000 | 360'000 | 117'116 | 117'116 | 23'927 CHF | 25'104 CHF | 99.98% | 99.98% |
05.07.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 360'000 | 360'000 | 117'432 | 117'432 | 24'103 CHF | 25'281 CHF | 99.70% | 99.70% |
04.07.2024 | 4.75% | 0.20 CHF | 0.21 CHF | 80'000 | 80'000 | 58'816 | 58'816 | 12'009 CHF | 12'598 CHF | 94.02% | 94.02% |
03.07.2024 | 4.47% | 0.21 CHF | 0.22 CHF | 360'000 | 360'000 | 112'892 | 112'892 | 25'020 CHF | 26'154 CHF | 99.52% | 99.52% |
02.07.2024 | 5.06% | 0.22 CHF | 0.23 CHF | 350'000 | 350'000 | 114'856 | 114'856 | 23'915 CHF | 25'070 CHF | 99.99% | 99.99% |