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 | 5.19% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 279'110 | 279'110 | 52'350 CHF | 55'141 CHF | 99.39% | 99.39% |
12.07.2024 | 6.05% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 324'216 | 324'216 | 51'961 CHF | 55'203 CHF | 99.07% | 99.07% |
11.07.2024 | 5.57% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 304'239 | 304'239 | 53'194 CHF | 56'237 CHF | 90.67% | 90.67% |
10.07.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 271'960 | 271'960 | 52'130 CHF | 54'850 CHF | 95.47% | 95.47% |
09.07.2024 | 5.16% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 277'986 | 277'986 | 52'397 CHF | 55'177 CHF | 99.05% | 99.05% |
08.07.2024 | 5.26% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 287'488 | 287'488 | 53'170 CHF | 56'045 CHF | 99.22% | 99.22% |
05.07.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 299'207 | 299'207 | 53'810 CHF | 56'802 CHF | 99.39% | 99.39% |
04.07.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'261 | 250'261 | 50'002 CHF | 52'504 CHF | 99.39% | 99.39% |
03.07.2024 | 4.47% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 249'733 | 249'733 | 54'614 CHF | 57'112 CHF | 98.64% | 98.64% |
02.07.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'798 CHF | 57'298 CHF | 99.06% | 99.06% |