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 | 6.26% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 335'910 | 335'914 | 51'977 CHF | 55'337 CHF | 99.04% | 99.04% |
12.07.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 305'890 | 305'890 | 51'486 CHF | 54'545 CHF | 98.81% | 98.81% |
11.07.2024 | 5.09% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 265'539 | 265'539 | 50'794 CHF | 53'450 CHF | 97.67% | 97.67% |
10.07.2024 | 4.81% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'710 CHF | 53'210 CHF | 95.16% | 95.16% |
09.07.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'808 CHF | 53'308 CHF | 98.67% | 98.67% |
08.07.2024 | 5.17% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 282'624 | 282'624 | 53'183 CHF | 56'009 CHF | 98.55% | 98.55% |
05.07.2024 | 4.95% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 259'240 | 259'240 | 51'050 CHF | 53'642 CHF | 99.16% | 99.16% |
04.07.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 274'371 | 274'371 | 52'137 CHF | 54'880 CHF | 99.17% | 99.17% |
03.07.2024 | 4.65% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'511 CHF | 55'011 CHF | 98.44% | 98.44% |
02.07.2024 | 4.13% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 221'359 | 221'359 | 52'395 CHF | 54'609 CHF | 98.84% | 98.84% |