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 | 6.06% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 325'619 | 325'619 | 52'076 CHF | 55'332 CHF | 100.00% | 100.00% |
12.07.2024 | 5.97% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 318'187 | 318'187 | 51'734 CHF | 54'916 CHF | 99.68% | 99.68% |
11.07.2024 | 5.75% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 302'787 | 302'787 | 51'185 CHF | 54'213 CHF | 99.03% | 99.03% |
10.07.2024 | 5.56% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'517 CHF | 55'517 CHF | 96.10% | 96.10% |
09.07.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 292'729 | 292'729 | 53'432 CHF | 56'359 CHF | 99.65% | 99.65% |
08.07.2024 | 5.60% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'107 CHF | 55'107 CHF | 99.85% | 99.85% |
05.07.2024 | 5.99% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 319'531 | 319'531 | 51'761 CHF | 54'956 CHF | 100.00% | 100.00% |
04.07.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'000 CHF | 54'000 CHF | 100.00% | 100.00% |
03.07.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'787 | 300'787 | 51'110 CHF | 54'117 CHF | 99.25% | 99.25% |
02.07.2024 | 5.12% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 274'522 | 274'522 | 52'205 CHF | 54'950 CHF | 99.67% | 99.67% |