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 | 5.38% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 297'503 | 297'503 | 53'784 CHF | 56'760 CHF | 100.00% | 100.00% |
12.07.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'094 | 300'094 | 53'050 CHF | 56'051 CHF | 99.77% | 99.77% |
11.07.2024 | 5.76% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 307'755 | 307'755 | 51'908 CHF | 54'985 CHF | 100.00% | 100.00% |
10.07.2024 | 6.04% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 323'171 | 323'171 | 51'843 CHF | 55'074 CHF | 94.70% | 94.70% |
09.07.2024 | 6.04% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 323'195 | 323'195 | 51'855 CHF | 55'087 CHF | 99.67% | 99.67% |
08.07.2024 | 6.01% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 321'209 | 321'208 | 51'830 CHF | 55'042 CHF | 100.00% | 100.00% |
05.07.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'174 CHF | 54'174 CHF | 100.00% | 100.00% |
04.07.2024 | 5.64% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'738 CHF | 54'738 CHF | 100.00% | 100.00% |
03.07.2024 | 5.59% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'202 CHF | 55'202 CHF | 99.31% | 99.31% |
02.07.2024 | 5.95% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 318'203 | 318'203 | 51'903 CHF | 55'085 CHF | 99.62% | 99.62% |