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 | 5.40% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 299'476 | 299'476 | 53'950 CHF | 56'945 CHF | 99.39% | 99.39% |
12.07.2024 | 5.25% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 282'998 | 282'998 | 52'509 CHF | 55'339 CHF | 99.06% | 99.06% |
11.07.2024 | 5.02% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 263'487 | 263'486 | 51'193 CHF | 53'828 CHF | 80.84% | 80.84% |
10.07.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 251'340 | 251'340 | 50'093 CHF | 52'607 CHF | 95.49% | 95.49% |
09.07.2024 | 4.77% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'235 CHF | 53'735 CHF | 99.03% | 99.03% |
08.07.2024 | 5.06% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 267'887 | 267'887 | 51'589 CHF | 54'268 CHF | 99.22% | 99.22% |
05.07.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 274'643 | 274'643 | 52'182 CHF | 54'929 CHF | 99.39% | 99.39% |
04.07.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 253'829 | 253'829 | 50'543 CHF | 53'081 CHF | 99.39% | 99.39% |
03.07.2024 | 4.90% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 256'314 | 256'314 | 51'014 CHF | 53'577 CHF | 98.63% | 98.63% |
02.07.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 260'310 | 260'310 | 51'002 CHF | 53'605 CHF | 99.06% | 99.06% |